Mean Reversion. Momentum , .
, , , - . , PMI, . , , . , .
, , . .
PMI , , , . , PMI , , , , , . , .
, . . , , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1695 1.1720 1.1750;
1.1680 1.1650 1.1620;
GBPUSD
1.3515 1.3551 1.3596;
1.3475 1.3446 1.3416;
USDJPY
159.83 160.02 160.24;
159.60 159.36 159.13;
Mean Reversion ( ) :
EURUSD
1.1705 ;
1.1675 ;
GBPUSD
1.3511 ;
1.3469 ;
AUDUSD
0.7154 ;
0.7120 ;
USDCAD
1.3690 ;
1.3665 ;
! .
