one year later data analysis of about me the computational ......data can be visualized using...
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One year later ... data analysis ofthe Computational Finance blogPosted on May 21, 2014 by StuartReid — No Comments ↓
It is official, this site has been up for a year! Writing this blog and interacting with people fromaround the world has been a really rewarding experience. In light of that, this post will takea look back on the past year starting with some data analysis on the computational financeblog, and then sharing some advice for anybody interested in blogging.
Obtaining the data
Data analysis starts with gathering data. For this, I used the WordPress API. An API is a setof functions which allow the creation of new applications which access the features or thedata of an operating system, application, or other service. In this context I used theWordPress API to extract raw data about the historical views of the Computation Financeblog.
You need to a WordPress API key to use the API. WordPress no longer automatically
About me
Thank you for visiting my blog. I hopeyou enjoy what you find. Here is someinformation about me,
I am a quant at KPMGI'm studying a BSc(Hons) in
Home Page Computational Finance Online Resources About Me
assigns API keys but you can still get one by signing up with Akismet. When you have your
API key you will be able to download your blog's historical data using these codes in thenavigation bar of your browser. You can save the results as a CSV, XML, or JSON file.
Data URL: http://stats.wordpress.com +
Views /csv.php?api_key=KEY&blog_uri=BLOG&days=1
Post views /csv.php?api_key=KEY&blog_uri=BLOG&days=1&table=postviews
Referrers /csv.php?api_key=KEY&blog_uri=BLOG&days=1&table=referrers
Clicks /csv.php?api_key=KEY&blog_uri=BLOG&days=1&table=clicks
Note that the &days=1 is asking the API for all historical data but you can request aspecific amount of historical data such as three months (?days=90). Pleasealso replace KEY and BLOG with your WordPress API key and your blog's URL.Unfortunately there is no table for country views, but you can get this from Jetpack. Formore info check out this blog post.
Transforming the data
Transforming your raw data into useful formats is the next step. I used Excel but for anymore serious data analysis I recommend using Python. An interesting transformation Ilooked at was converting the postviews into a table showing the views each individual postreceived over time. This isn't supported in Jetpack so for those interested, please get intouch for a tutorial.
Visualizing and Interpreting the data
Visualizing data is one of the simplest and best ways to understand it. Data can be visualizedusing various techniques including tables, line graphs, and networks. There are hundreds of
Computer Science parttimeMy interests are investing, algotrading, and artificialintelligenceMy two favourite websites areCoursera.org and TED.comI'm hungry. I'm foolish.
For more information check out mycurriculum vitae or contact medirectly.
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software visualization packages out there, my favourite is D3js.org because of it's ease of
use and interactive designs. For this article I made use of the visualizer WordPress plugin.
Site fact table
The below table contains some basic key site performance indicators for the ComputationalFinance blog. Most of the values here are selfexplanatory with the exception of the bouncerate, which measures how many individuals only look at one page before leaving.
Indicator Value
Number of posts 14
Total views all time 9189
Average pages per visitor 2.62
Estimates visitors 3507
Maximum views in one day 168
Average views per day all time 26.21
Average views per day past 6 months 34.95
Bounce rate (Google) 0.71%
Returning visitors % (Google) 64.7%
Average pages per visitor 2.62
Total views from each country
This map shows that my blog is being viewed by people from around the world, but mostly
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by people in the USA, South Africa, the UK, India, and Canada. I only started receiving viewsfrom China a couple months ago after I submitted my site to Baidu. I recommend bloggerswho haven't already submitted their sites do so sooner rather than later.
Weekly, and Monthly views over time
These two visualizations show the amount of views received during each week and monththe Computational Finance blog was up. As you can see, there was a dip in views duringNovember, December, and January. At first I thought this was due to the holiday season, buta more detailed breakdown of the views per post reveals a more intriguing story.
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Latest PostsTen misconceptions aboutNeural Networks in finance andtradingSimulated Annealing forPortfolio OptimizationComputational decision makingmethods for algorithmictrading, financial, and agentbased models
InvestingPortfolio Optimization using PSO
111 2,1022,1022,102
Posts fact table
If the posts published this year are ordered by the number of views they received, a patternemerges. The top six articles are based off of one or more projects I undertook during theyear. As a result, these articles are written more practically and less theoretically and theyeither fall into the algorithmic trading or investment management categories.
Post title Views
Algorithmic Trading System Requirements 983
Computational Investing with Python Financial Objective Functions / KPI's 861
Financial Objective Functions
Economic Forcasting
Algorithmic Trading
0
200
400
600
800
Week Starting0
400
800
1200
1600
Month
Computational Investing with Python Financial Objective Functions / KPI's 861
Comparison of neural network based approaches to economic forecasting 561
Algorithmic Trading System Architecture 509
Ten misconceptions about Neural Networks in finance and trading 426
Using Genetic Programming to evolve security analysis decision trees 413
Dissecting Algorithmic Trading systems (ATs) 355
Perfect Imperfection Agent Based Models (ABM) 173
Computational decision making methods 152
Ant Colony Optimization (ACO) algorithms applications in finance 118
Introduction to agentbased computational economic models 106
A networkbased computational model of systemic risk 104
Simulated Annealing for Portfolio Optimization 78
Popularity of each post over time
This graph shows the popularity of each post over time. Similarly, the more theoretical postsgenerate less initial interest and "die down" quickly whereas more practical articles suchas 'Algorithmic Trading System Architecture' have a medium to large sized initial spike inpopularity and then spike again on a few more occasions.
From this graph we can also deduce that the "slump" during November, December, andJanuary probably had more to do with me not being involved in any large projects and myconsequent writing style, than it did with it being the holiday season.
Algorithmic trading systems
System requirements
System architecture
Agentbased modelsACE models
Popularity of main pages over time (smoothed)
The number of page views tends to go up, however the average number of views per daytends to be lower than that of posts. The increase to views of the home page could possiblebe attributed to an increasing number of inbound links as monitored by Google WebmasterTools. One observation is the poor performance of the "Code Downloads" page from04/04/2014 up until 30/04/2014. This was as a result of a redirect loop which wentunnoticed.
Cultural Algorithm ABM
Networkbased models
Genetic Programming
Ant Colony Optimiz... Using Genetic Progr... Dissecting Algorith... 1/5
0
25
50
75
100
Date
Referred views
These visualizations show referrals to the Computational Finance blog. The left chart showsthe number of referred views from different social media and search engine sites, and theright chart shows the breakdown of referrals from Google by different countries e.g. co.uk vsco.za.
The second breakdown correlates reasonably well with the viewers map, however thenumber of referrals from Google India stands out. Some further research revealed that Indiahas the third highest volume of Google searches for "algorithmic trading". Interesting? I thinkso.
ArchivesMay 2014 (1)March 2014 (1)February 2014 (1)January 2014 (2)December 2013 (1)November 2013 (1)October 2013 (1)September 2013 (2)August 2013 (1)July 2013 (1)June 2013 (1)April 2013 (1)
Categories
Stuart Reid Home Computational Finance Blog Curriculum Vitae 1/2
0
2
4
6
8
Date
Actioning the data
Data analysis is about giving data a voice and then basing subsequent actions on what thatvoice tells us. Given what the data above is saying, in the following year I will try to institutethe following five changes to the Computational Finance blog,
1. A greater proportion of practical articles with code examples
2. A smaller proportion theoretical articles (but there will still be some)
3. More articles specifically about algorithmic and high frequency trading
4. More targeted articles with examples relevant to interested countries
5. More shares on twitter (I admit that I only signed up recently)
In addition to these I would like to investigate opportunities for people to share guest posts
Algorithmic Trading (5)Artificial Intelligence (10)Computational Economics (3)Computational Finance (11)Computational Investing (3)Evolutionary Finance (4)Neural Networks (3)Python (2)Software Engineering (2)
BlogrollCompounding My InterestsFlirting with ModelsHighly ScalableQuant at RiskTED Ideas Worth SpreadingThe Whole StreetTwenty Third Floor
5.7%
40.8%51.6%
30.9%
8.2%
7.8%4.9%7.3%
about their research on my website, so please do get in touch if this proposition interestsyou.
Advice for new bloggersAs promised I will conclude with some advice for people interested in blogging,
Always deliver quality over quantity. Related to this is that you shouldn't deliver toomuch content if you can't keep it up. Posting once a month works with my schedule.Make use of Google Webmaster tools and Google Analytics to help track serverrelated issues, webcrawl related issues, and broken links or missing pagesIf you are using WordPress, set a future date for when you're going to publish just incase you accidentally publish it before it is complete (I did this once)Submit your site to search engines like Google, Bing, and Baidu. Searches allow youto target relevant readers who might share your content with othersMake use of Search Engine Optimization (SEO) for your site right from the beginningbecause it's not fun to go back and SEO 6 months worth of articlesSEO images you create as well, because you'll be surprised how many hits you canget from an informative and unique image such as this architecture diagramAlways provide some basic way for people to get in contact with you either through acontact form or an email address ... and check your spam folder now and againDon't be afraid to market your own website (especially if it is unique content), butplease don't spam people's inbox's, online forums, and other blogs with linksTwo great marketing avenues for professional content are feed aggregators such asTheWholeStreet.com and LinkedIn interest groups e.g. Algorithmic TradingDon't become obsessed with views and subscribers (I only have 15 subscribers)because most people, including myself, hate signing up for anything on the internetPay attention to the number of return visitors, and bounce rate of your website.These two indicators are a truer reflection of performance and interest levelsWordPress: use plugins for managing the backend of your
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