, Mean Reversion. Momentum .
3 . - . , , , . , , .
-, . , , , . , , , - . , , , .
. , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1705 1.1727 1.1753;
1.1685 1.1670 1.1645;
GBPUSD
1.3515 1.3540 1.3575;
1.3490 1.3465 1.3440;
USDJPY
159.85 160.10 160.30;
159.70 159.40 158.99;
Mean Reversion ( ) :
EURUSD
1.1711 ;
1.1692 ;
GBPUSD
1.3513 ;
1.3488 ;
AUDUSD
0.7170 ;
0.7145 ;
USDCAD
1.3696 ;
1.3673 ;
! .
