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已更新 Index Futures vs Cash Arbitrage
This indicator measures the statistical spread between major stock index futures and their corresponding cash indices (e.g., ES vs SPX, NQ vs NDX) using Z-score normalization. It automatically detects commonly traded index pairs (S&P 500, Nasdaq, Dow Jones, Russell 2000) and calculates a smoothed spread between futures and spot prices. A Z-score is then derived from this spread to highlight potential overpricing or underpricing conditions.
Traders can use customizable thresholds to identify mean-reversion opportunities where the futures contract may be temporarily overvalued or undervalued relative to the index. The histogram highlights the direction of the Z-score (green = futures > index, red = futures < index), while built-in alerts notify users of key threshold breaches or zero-line crosses.
This tool is designed for discretionary traders, pairs traders, or anyone exploring statistical arbitrage strategies between futures and spot markets. It is not a buy/sell signal by itself and should be used with additional confluence or risk management techniques.
Traders can use customizable thresholds to identify mean-reversion opportunities where the futures contract may be temporarily overvalued or undervalued relative to the index. The histogram highlights the direction of the Z-score (green = futures > index, red = futures < index), while built-in alerts notify users of key threshold breaches or zero-line crosses.
This tool is designed for discretionary traders, pairs traders, or anyone exploring statistical arbitrage strategies between futures and spot markets. It is not a buy/sell signal by itself and should be used with additional confluence or risk management techniques.
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update开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。