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

릴리즈 노트:

Updated to Compound Interest Rate.

릴리즈 노트:

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

릴리즈 노트:

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

릴리즈 노트:

Adjustments to the formula.

릴리즈 노트:

weekly "fdsf" update

릴리즈 노트:

Weekly Update

릴리즈 노트:

Updated to new "Q series" contract.

릴리즈 노트:

Weekly update

릴리즈 노트:

Weekly update

릴리즈 노트:

Final update.