Arbitrage B3's IBOV Futures
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
Phát hành các Ghi chú:
Updated to Compound Interest Rate.
Phát hành các Ghi chú:
Added the Rent Rate, plus the option to change it.
Phát hành các Ghi chú:
You no longer need to input the remaining working days of the contract.
Phát hành các Ghi chú:
Adjustments to the formula.
Phát hành các Ghi chú:
weekly "fdsf" update
Phát hành các Ghi chú:
Weekly Update
Phát hành các Ghi chú:
Updated to new "Q series" contract.
Phát hành các Ghi chú:
Weekly update
Phát hành các Ghi chú:
Weekly update
Phát hành các Ghi chú:
Final update.