- Mean Reversion. Momentum .
, , , , , .
. . . , , .
. . . , , . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1784 1.1804 1.1825;
1.1756 1.1726 1.1701;
GBPUSD
1.3641 1.3675 1.3707;
1.3609 1.3579 1.3547;
USDJPY
156.43 156.73 157.05;
156.00 155.56 155.23;
Mean Reversion ( ) :
EURUSD
1.1791 ;
1.1760 ;
GBPUSD
1.3645 ;
1.3612 ;
AUDUSD
0.7276 ;
0.7250 ;
USDCAD
1.3635 ;
1.3611 ;
! .
