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

Note di rilascio:

Updated to Compound Interest Rate.

Note di rilascio:

Added the Rent Rate, plus the option to change it.

Note di rilascio:

You no longer need to input the remaining working days of the contract.

Note di rilascio:

Adjustments to the formula.

Note di rilascio:

weekly "fdsf" update

Note di rilascio:

Weekly Update

Note di rilascio:

Updated to new "Q series" contract.

Note di rilascio:

Weekly update

Note di rilascio:

Weekly update

Note di rilascio:

Final update.