Mean Reversion, . Momentum .
, . . . , .
, . , , , .
, . , .
, . , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1557 1.1593 1.1628;
1.1516 1.1485 1.1445;
GBPUSD
1.3248 1.3282 1.3317;
1.3213 1.3182 1.3162;
USDJPY
159.75 159.95 160.20;
159.50 159.30 159.10;
Mean Reversion ( ) :
EURUSD
1.1554 ;
1.1526 ;
GBPUSD
1.3247 ;
1.3213 ;
AUDUSD
0.6921 ;
0.6901 ;
USDCAD
1.3929 ;
1.3912 ;
! .
