Mean Reversion. Momentum , .
, , . , , . , , , ADP, . , .
, , . . . , , - . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1925 1.1957 1.1995;
1.1890 1.1858 1.1832;
GBPUSD
1.3698 1.3729 1.3757;
1.3662 1.3624 1.3587;
USDJPY
155.40 155.75 156.10;
155.00 154.67 154.37;
Mean Reversion ( ) :
EURUSD
1.1929 ;
1.1895 ;
GBPUSD
1.3685 ;
1.3656 ;
AUDUSD
0.7095 ;
0.7062 ;
USDCAD
1.3575 ;
1.3549 ;
! .
