Mean reversion. , , Momentum.
, , , . , , . , .
, . , . , , . , , . , . , , , , . , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1735 1.1760 1.1815;
1.1705 1.1664 1.1631.
GBPUSD
1.3553 1.3587 1.3615;
1.3525 1.3494 1.3451.
USDJPY
148.03 148.44 148.76;
147.72 147.39 146.96.
Mean Reversion ( ) :
EURUSD
1.1755 ;
1.1705 .
GBPUSD
1.3561 ;
1.3516 .
AUDUSD
0.6674 ;
0.6642 .
USDCAD
1.3851 ;
1.3828 .
! .
