, Mean Reversion. Momentum , .
. . , . , - , , .
, , . . , , . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1719 1.1745 1.1769;
1.1685 1.1650 1.1620;
GBPUSD
1.3450 1.3481 1.3512;
1.3412 1.3381 1.3350;
USDJPY
159.32 159.53 159.74;
159.09 158.87 158.57;
Mean Reversion ( ) :
EURUSD
1.1720 ;
1.1678 ;
GBPUSD
1.3445 ;
1.3410 ;
AUDUSD
0.7080 ;
0.7056 ;
USDCAD
1.3848 ;
1.3823 ;
! .
