Mean Reversion. Momentum .
, , . , .
- . .
, , , . , . , . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1659 1.1678 1.1698;
1.1635 1.1609 1.1585;
GBPUSD
1.3505 1.3529 1.3557;
1.3470 1.3440 1.3390;
USDJPY
159.15 159.40 159.65;
158.80 158.55 158.25;
Mean Reversion ( ) :
EURUSD
1.1653 ;
1.1629 ;
GBPUSD
1.3505 ;
1.3467 ;
AUDUSD
0.7180 ;
0.7156 ;
USDCAD
1.3823 ;
1.3803 ;
! .
