any idea how i could do this? i want to know with a confidence interval of 95% if my indicator passes a certain value?
for example i have an indicator that calculates ratio of two securities and graphs the output on the chart. the ratio range is fairly tight as these two securities have correlation > .95
so how can i calculate that with a 95% confidence interval that my current values should not reach XYZ?
Any indicator for confidence interval?
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