, Mean Reversion. Momentum .
. . , . .
, . . , . .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1630 1.1659 1.1678;
1.1600 1.1585 1.1555;
GBPUSD
1.3411 1.3453 1.3493;
1.3370 1.3337 1.3302;
USDJPY
159.60 159.83 160.02;
159.39 159.13 158.83;
Mean Reversion ( ) :
EURUSD
1.1634 ;
1.1596 ;
GBPUSD
1.3414 ;
1.3376 ;
AUDUSD
0.7130 ;
0.7110 ;
USDCAD
1.3875 ;
1.3847 ;
! .