Mean Reversion. Momentum .
, 3,2%, . , , . , , , , .
, RCM/TIPP. , . , . , , .
RCM/TIPP, , . , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1660 1.1680 1.1699;
1.1645 1.1625 1.1585;
GBPUSD
1.3480 1.3510 1.3535;
1.3445 1.3410 1.3370;
USDJPY
159.80 159.99 160.12;
159.60 159.40 159.20;
Mean Reversion ( ) :
EURUSD
1.1657 ;
1.1627 ;
GBPUSD
1.3485 ;
1.3452 ;
AUDUSD
0.7199 ;
0.7170 ;
USDCAD
1.3858 ;
1.3835 ;
! .
