Mean Reversion, . Momentum .
. , 0,2% 0,4%. , . , . , , , .
, , . . . , .
FOMC . . , - .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1715 1.1751 1.1800;
1.1700 1.1675 1.1638;
GBPUSD
1.3530 1.3560 1.3585;
1.3502 1.3480 1.3455;
USDJPY
157.95 158.35 158.75;
157.69 157.40 157.05;
Mean Reversion ( ) :
EURUSD
1.1719 ;
1.1685 ;
GBPUSD
1.3538 ;
1.3493 ;
AUDUSD
0.7252 ;
0.7229 ;
USDCAD
1.3715 ;
1.3687 ;
! .
