Mean Reversion. Momentum .
. , , , , . , , .
. , . , , , .
, FOMC . , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1620 1.1659 1.1698;
1.1600 1.1585 1.1555;
GBPUSD
1.3440 1.3475 1.3499;
1.3420 1.3380 1.3344;
USDJPY
159.13 159.39 159.60;
158.85 158.57 158.28;
Mean Reversion ( ) :
EURUSD
1.1622 ;
1.1595 ;
GBPUSD
1.3438 ;
1.3411 ;
AUDUSD
0.7152 ;
0.7122 ;
USDCAD
1.3800 ;
1.3779 ;
! .
