The proper questions to ask are: How are things changing, and how does the trading strategy need to evolve to adapt. A dogmatic approach will not lead to good analysis and will lead to mistakes. Things are changing from the 2003-06 regime.
1. Volatility is up.2. Global influences are greater3. Governmental influences are increasing.4. The industry is consolidating and shifting to electronic.
Time series sample selection in data becomes more important since last year. The idea of regimes being helpful in cycle analysis.
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