, Mean Reversion. Momentum .
, 0,2% 0,1% , . . , - .
. . , . , .
, , , . . , . , , .
, . . , , , , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1590 1.1625 1.1645;
1.1560 1.1535 1.1500;
GBPUSD
1.3424 1.3452 1.3478;
1.3388 1.3359 1.3331;
USDJPY
160.25 160.43 160.67;
160.00 159.80 159.60;
Mean Reversion ( ) :
EURUSD
1.1605 ;
1.1558 ;
GBPUSD
1.3436 ;
1.3390 ;
AUDUSD
0.7066 ;
0.7024 ;
USDCAD
1.3997 ;
1.3967 ;
! .
