Momentum. Mean Reversion , .
. , , . , , , - , . .
, , , . , , , , . , , .
. , , . , , . , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1705 1.1738 1.1769;
1.1675 1.1645 1.1620;
GBPUSD
1.3444 1.3476 1.3512;
1.3412 1.3350 1.3317;
USDJPY
159.83 160.02 160.24;
159.60 159.36 159.13;
Mean Reversion ( ) :
EURUSD
1.1703 ;
1.1677 ;
GBPUSD
1.3449 ;
1.3405 ;
AUDUSD
0.7069 ;
0.7032 ;
USDCAD
1.3851 ;
1.3832 ;
! .
