QuantStart: 2015 In Review

QuantStart: 2015 In Review

Last year I carried out the first annual review for QuantStart. Now that we're well into 2016 I thought it would be appropriate to write a similar article for 2015. Last year we discussed site statistics, email survey results, new writers and what was coming up for 2015. This year we'll look at current site statistics and what's coming up in 2016.

QuantStart 2015 Statistics

This year has seen some good growth for QuantStart, albeit not quite as strong as that for 2014. In the 2015 period, the site has seen 498,575 unique visitors, with a combined total of 1,868,979 pageviews.

In the 2014 period, the site saw 385,275 unique visitors, across 1,608,966 pageviews.

Thus the site has seen an approximate user growth of 29% and an approximate pageview growth of 16%.

The most popular articles on the site (excluding the home page and the articles list itself) were as follows:

These were broadly the same as last year, albeit with the Successful Algorithmic Trading book page replacing "How To Identify Algorithmic Trading Strategies". As before, the Quant Reading List remains very popular.

In addition to the new articles I've also released my new ebook Advanced Algorithmic Trading for pre-order. So far, the feedback has been very positive, and I'm currently writing the remaining content to have the book fully released early-to-mid 2016.

What's Coming Up in 2016?

Last year I ended up talking a lot about the following topics:

  • Algorithmic forex trading, via the QSForex software
  • Supervised learning, bias-variance trade-off, cross-validation
  • Time series analysis - AR, MA, ARMA, ARIMA, GARCH

As with 2015, 2016 is looking like it is going to be an exciting year for QuantStart content, based on the schedule I've set myself! While continuing to write Advanced Algorithmic Trading, I've also been coming up with separate article ideas.

I announced at the end of last year that we'd be building the, as yet un-named, Advanced Trading Infrastructure open source backtesting and trading system. I've actually been working on this quite a bit over the last couple of months, so I'm excited to be talking about it soon.

In addition to the Advanced Trading Infrastructure project I really want to delve deeply into Bayesian Statistics and Machine Learning, specifically as they relate to coming up with new trading models.

In particular, I will be writing about the following topics:

  • Unsupervised learning
  • Bayesian statistics and model selection
  • Further brokerage/data feed integration (particularly IB/FIX), with the Advanced Trading Infrastructure
  • More NLP, document classification and sentiment analysis
  • Bayesian networks and graphical models
  • Useful Python libraries and advanced tutorials
  • Portfolio and risk management (with real implementations in Python/R)

Quantcademy

I mentioned last year that I wanted to launch a "members-only" area of QuantStart, called Quantcademy. I've been slowly working on content for this exciting part of QuantStart and once the Advanced Algorithmic Trading book has been fully released I'll be talking about it more in depth.

Finally, I hope you've had a great holiday period and new year, and are looking forward to a great 2016!

Cheers,

Mike.