Momentum. Mean Reversion .
, . . , , - . , , .
, . , , . , 2%. .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1780 1.1804 1.1825;
1.1760 1.1726 1.1701;
GBPUSD
1.3630 1.3655 1.3700;
1.3599 1.3574 1.3547;
USDJPY
156.73 156.99 157.25;
156.45 156.06 155.75;
Mean Reversion ( ) :
EURUSD
1.1790 ;
1.1745 ;
GBPUSD
1.3646 ;
1.3580 ;
AUDUSD
0.7253 ;
0.7223 ;
USDCAD
1.3658 ;
1.3635 ;
! .
