Mean Reversion. Momentum .
0,2% , , , . , , , , , . , . , . .
, . , , . , , . , , . , , , . , , , .
, , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1612 1.1645 1.1689;
1.1580 1.1550 1.1510;
GBPUSD
1.3435 1.3477 1.3515;
1.3405 1.3374 1.3340;
USDJPY
158.53 158.83 159.20;
158.28 157.93 157.69;
Mean Reversion ( ) :
EURUSD
1.1630 ;
1.1575 ;
GBPUSD
1.3447 ;
1.3388 ;
AUDUSD
0.7179 ;
0.7145 ;
USDCAD
1.3580 ;
1.3555 ;
! .
