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bitfanatic

FuturesPremIndex V2

bitfanatic Updated   
Volatility futures futurestrading FPI futuresmarket
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volatility futures futurestrading fpi futuresmarket
Improving on the FPI version 1 , the following changes are incorporated.

1. The prices now use adjustable weighted averages for both spot and futures
2. The algorithm is improved for better normalization of data
3. The buy and sell zones are more precise with adjustable tolerance

Upcoming V3 would include , the FRI ( Funding rate index ) as well as even better targeting of the zones .
Release Notes:
Color coding of FPI .
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