Alexa Rank is the traffic rank of a website in comparison to all other websites on the WWW. The service is provided by Alexa.com, but it is not that reliable as most people think as, this is due to the fact that the rank calculated is based upon users with the Alexa Toolbar. But this does not mean that viewing your site rank on Alexa is wrong. Alexa rank gets the second most priority after Google rank.
What is the best way to improve Alexa Rank?
1) Claim your website on Alexa.com
2) Download Alexa toolbar for your browser and encourage your users to do the same.
3) Make backlinks on similar niche blogs like yours.
4) Promote your content on social networking websites.
5) Write frequently, but it should be quality content.