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
版本注释
Updated to Compound Interest Rate.版本注释
Added the Rent Rate, plus the option to change it.版本注释
You no longer need to input the remaining working days of the contract.版本注释
Adjustments to the formula. 版本注释
weekly "fdsf" update版本注释
Weekly Update版本注释
Updated to new "Q series" contract.版本注释
Weekly update版本注释
Weekly update版本注释
Final update.开源脚本
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