Mean Reversion. Momentum .
. , . .
, . , , , . , , , , . , . , - , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1695 1.1720 1.1750;
1.1680 1.1650 1.1620;
GBPUSD
1.3495 1.3515 1.3545;
1.3460 1.3446 1.3416;
USDJPY
159.83 160.02 160.24;
159.60 159.36 159.13;
Mean Reversion ( ) :
EURUSD
1.1697 ;
1.1672 ;
GBPUSD
1.3490 ;
1.3455 ;
AUDUSD
0.7142 ;
0.7115 ;
USDCAD
1.3705 ;
1.3675 ;
! .