, Mean Reversion. Momentum .
, . Empire Manufacturing . , , - .
Empire Manufacturing, -, -. 0 , . , , , , . , .
, , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1648 1.1673 1.1698;
1.1620 1.1592 1.1569;
GBPUSD
1.3372 1.3406 1.3443;
1.3332 1.3290 1.3249;
USDJPY
158.60 158.87 159.25;
157.28 157.93 157.65;
Mean Reversion ( ) :
EURUSD
1.1650 ;
1.1615 ;
GBPUSD
1.3382 ;
1.3319 ;
AUDUSD
0.7174 ;
0.7135 ;
USDCAD
1.3762 ;
1.3733 ;
* .
