Mean Reversion, . Momentum , - .
, . , . , . , , ZEW, -10,2 . -17,2 . , , -19,5 . , .
, , . , - , , , . , , , .
. , , , , . , . , , .
. . . , - . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1751 1.1786 1.1819;
1.1724 1.1701 1.1678;
GBPUSD
1.3557 1.3585 1.3617;
1.3520 1.3490 1.3455;
USDJPY
157.70 157.99 158.35;
157.40 156.90 156.65;
Mean Reversion ( )
EURUSD
1.1764 ;
1.1735 ;
GBPUSD
1.3585 ;
1.3510 ;
AUDUSD
0.7236 ;
0.7210 ;
USDCAD
1.3722 ;
1.3691 ;
! .
