Most popular posts – 2023

Welcome 2024.

This blog is just a personal hobby. When I’m extra busy as I was this year the blog is a front-line casualty. This is why 2023 saw a weaker posting stream. Nonetheless I am pleased with just over 30K visits this year, with an average of roughly one minute per visit (engagement time, whatever google-analytics means by that). This year I only provide the top two posts (rather than the usual 3). Both posts have to do with statistical shrinkage:

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Most popular posts – 2022

Welcome 2023.

As per usual this point in time, I check my blog’s traffic-analytics to see which were the most popular pieces last year. Without further ado..

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Most popular posts – 2021

Kind of sad, but the same intro which served last year, befits this year also.

Littered with Corona, this year was not easy. But looking around me, I feel grateful. The following quote by Socrates comes to mind:

“If all our misfortunes were laid in one common heap whence everyone must take an equal portion, most people would be content to take their own and depart.”

On topic, as with previous years I checked my website traffic-analytics. Without further ado here are the three most popular posts for 2021.

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Most popular posts – 2019

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

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

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

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.