> 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.


This has been discussed at some depth here:
http://groups.google.com/group/jbooktrader/browse_thread/thread/983632ec6bc4c839/b3d22e4538dd4f3d

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