Frost and hatches

You will see some sparse BWO and midges, and small black stones all winter in most free-stoners.  As far as full on "hatches" you aren't going to see many unless you hit a warm day or a tail-water that stays constant temps.  Now is the time for nymphs though.   Despite popular belief  all winter it's business as usual under the water for trout.  

sure DuuD anything in winter that is fished deep and slow in the middle of pools or long runs.......the egg/nymph dropper can be killer. Your most active fish will be settled in to feed when the water reaches a constant temperature whether is it peaking, or leveling off for one hour or more, even 33 degrees.  The fluctuation is usually what puts the trout down.  And the best part about winter trout fishing is that you CAN go to the bar the night before and feel semi-normal while fishing, because you don't have to be out real early.  I usually start around 11.  

Good advice by Loomis with the stones and midges, these are generally my go to's during the winter months as far as hatches go. Zebra Midge, Emerging Midges and Griffiths Gnats are always in the rotation, #18-20 are good sizes. Early black stones in #16-20, and then early browns in the late winter/early spring.

Can't go wrong with the Caddis pupa or other nymph patterns either. I also like Princes, PT Nymphs, BHHE and Copper John's as they are good options too.

like loomis says, water temp. is a key to cold temp. fishing. wait untill the sun hits the stream, with the sun out the rays penetrate though the water. this in turn will warm up the fish absorbing the heat and they will respond more to feeding. i'll usualy start fishing a stream where the sun is starting to shine upon the water.
you'll still get early morning hits b4 the sun but once the sun's out the fishing gets better.
seen a few caddis on little sandy yesterday but no fish were rising to the few we seen.
don't pass on the terestrials just yet. caught two brook trout yesterday afternoon on beetles and missed a couple.