I'm curious to see if anyone uses or knows of any time adaptive strategies being used. It seems to me that it could be beneficial to re-optimize one or several parameters on a monthly basis, etc. The market has changed very much in the past 6 months, and I assume that day to day and intraday trading has changed a lot over the past 10 years.
Curious to hear what you guys know or think about this. Also, perhaps a simpler way to do this would be to use publicly available data, such as VIX (Chicago Board Options Exchange Volatility Index), to modify behavior. This would require less effort to keep up to date, but might require a lot more initial effort. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
