Mean Reversion, . Momentum .
, . M3 3,4% 3,3% , . 4,1% 3,8%, 4,4% 4,0%, 3,1%. M3 , , , . , , . , , . , .
, . , , . , . . EUR/USD GBP/USD, . , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1650 1.1673 1.1690;
1.1623 1.1601 1.1586;
GBPUSD
1.3596 1.3620 1.3647;
1.3571 1.3546 1.3524;
USDJPY
159.60 159.83 160.02;
159.39 159.13 158.83;
Mean Reversion ( ) :
EURUSD
1.1655 ;
1.1632 ;
GBPUSD
1.3593 ;
1.3561 ;
AUDUSD
0.7193 ;
0.7174 ;
USDCAD
1.3891 ;
1.3874 ;
! .
