Tag: popular

Most popular posts – 2019

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As every year, I checked my analytics so that I can let you know what was popular. This year I have also experimented with a survey where I asked one question at the end of each relevant post. About 120 replies recieved, but the free Survey Monkey account (the survey provider I went with) only lets out the first 100 replies, and no exports*. Here are the results:

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Most popular posts – 2017

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Writing this, I can’t believe how quickly the year 2017 has gone by. Also weird, we are already three weeks into 2018, unreal. Time flies when you’re having fun I guess.

The analytics report shows that the three most popular posts for 2017 are:

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Most popular posts – 2016

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Another year. Looking at my google analytics reports I can’t help but wonder how is it that I am so bad in predicting which posts would catch audience attention. Anyhow, top three for 2016 are:

– On the 60/40 portfolio mix
– The case for Regime-Switching GARCH
– Most popular machine learning R packages

And my personal favorites:
– ASA statement on p-values
– Why bad trading strategies may perform well? Mathematical explanation

It is also an opportunity to say thank you, and to wish you a happy and productive 2017.

Most popular posts – 2015

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The top three for the year are:
Out-of-sample data snooping
Code for my yield curve forecasting paper
Review of a couple of books
I personally enjoyed the most writing a few words on ML estimation, and about those great statistical discoveries. Since the last post did not involve any code or images I initially thought it would be a breeze. I in fact spent twice the time I usually do, and it was all good fun.

In 2015 I wrote quite a bit about volatility and correlation. In 2016 I plan to learn more (so to write more) about portfolio construction.