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