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已更新 Index Futures vs Cash Arbitrage
This indicator measures the statistical spread between major stock index futures and their corresponding cash indices (e.g., ES vs SPX, NQ vs NDX) using Z-score normalization. It automatically detects commonly traded index pairs (S&P 500, Nasdaq, Dow Jones, Russell 2000) and calculates a smoothed spread between futures and spot prices. A Z-score is then derived from this spread to highlight potential overpricing or underpricing conditions.
Traders can use customizable thresholds to identify mean-reversion opportunities where the futures contract may be temporarily overvalued or undervalued relative to the index. The histogram highlights the direction of the Z-score (green = futures > index, red = futures < index), while built-in alerts notify users of key threshold breaches or zero-line crosses.
This tool is designed for discretionary traders, pairs traders, or anyone exploring statistical arbitrage strategies between futures and spot markets. It is not a buy/sell signal by itself and should be used with additional confluence or risk management techniques.
Traders can use customizable thresholds to identify mean-reversion opportunities where the futures contract may be temporarily overvalued or undervalued relative to the index. The histogram highlights the direction of the Z-score (green = futures > index, red = futures < index), while built-in alerts notify users of key threshold breaches or zero-line crosses.
This tool is designed for discretionary traders, pairs traders, or anyone exploring statistical arbitrage strategies between futures and spot markets. It is not a buy/sell signal by itself and should be used with additional confluence or risk management techniques.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。