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Arbitrage B3's IBOV Futures

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

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.