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

Clause de non-responsabilité