Mean Reversion. Momentum , .
. , . , , . , . , , , , , .
: . . . , .
, , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1505 1.1525 1.1555;
1.1485 1.1445 1.1414;
GBPUSD
1.3250 1.3280 1.3310;
1.3225 1.3200 1.3175;
USDJPY
159.75 159.95 160.20;
159.50 159.30 159.10;
Mean Reversion ( ) :
EURUSD
1.1513 ;
1.1473 ;
GBPUSD
1.3266 ;
1.3215 ;
AUDUSD
0.6885 ;
0.6839 ;
USDCAD
1.3929 ;
1.3896 ;
! .
