, Mean Reversion. Momentum .
, Mean Reversion. . , . , , . . . , , , .
, , , , . , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1878 1.1905 1.1925;
1.1850 1.1830 1.1805;
GBPUSD
1.3630 1.3665 1.3707;
1.3615 1.3580 1.3545;
USDJPY
153.70 154.15 154.40;
153.27 152.85 152.47;
Mean Reversion ( ) :
EURUSD
1.1880 ;
1.1846 ;
GBPUSD
1.3655 ;
1.3595 ;
AUDUSD
0.7104 ;
0.7039 ;
USDCAD
1.3625 ;
1.3585 ;
! .
