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
リリースノート:
Updated to Compound Interest Rate.
リリースノート:
Added the Rent Rate, plus the option to change it.
リリースノート:
You no longer need to input the remaining working days of the contract.
リリースノート:
Adjustments to the formula.
リリースノート:
weekly "fdsf" update
リリースノート:
Weekly Update
リリースノート:
Updated to new "Q series" contract.
リリースノート:
Weekly update
リリースノート:
Weekly update
リリースノート:
Final update.