OPEN-SOURCE SCRIPT
Arbitrage B3's IBOV Futures
已更新
This indicator was made to calculate and show the spread between the B3's Ibovespa Futures and B3's Ibovespa Index increased by the Interest until the contract expiration date.
The orange line "Arbitrage" is the spread.
Inputs:
Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index.
Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures.
Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
The orange line "Arbitrage" is the spread.
Inputs:
Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index.
Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures.
Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
發布通知
Updated to Compound Interest Rate.發布通知
Added the Rent Rate, plus the option to change it.發布通知
You no longer need to input the remaining working days of the contract.發布通知
Adjustments to the formula. 發布通知
weekly "fdsf" update發布通知
Weekly Update發布通知
Updated to new "Q series" contract.發布通知
Weekly update發布通知
Weekly update發布通知
Final update.開源腳本
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