The Algorithmic Crypto Playbook
A Practical Guide to Building, Testing, and Trading Systematic Strategies
100% Money-Back Guarantee: If this book doesn't change how you think about trading, Amazon gives you your money back.
By Pavel Kycek · 18+ years trading experience · CEO & Co-Founder of Robuxio
“One of the best introductions to algorithmic trading out there, especially for crypto.”
— @vladijakobi on X
Who This Book Is For
If any of these sound familiar, this book is for you:
Aspiring systematic traders
You understand why systematic beats discretionary. This book gives you the foundation to actually build your first portfolio.
Traders stuck in the cycle
You've backtested, traded, hit a drawdown, and started over. This book gives you the understanding underneath the rules so you stop restarting.
Systematic traders exploring crypto
You trade equities, futures, or commodities systematically. Crypto still has the volatility and inefficiency those markets lost years ago.
The window for these edges is closing as more institutions enter crypto
Out-of-Sample Results
Strategies That Work in Practice
The Robuxio Lite portfolio combines the three strategies described in the book into a foundational portfolio that is robust and can be built upon. These are the same frameworks taught in the University of Zlín course, trading out-of-sample since September 2024.
Robuxio Lite Portfolio vs. Bitcoin vs. TOP50 Index
Drawdown Analysis
Drawdown shows the percentage decline from the peak value
Learn the exact frameworks behind these results
Get the Book on AmazonYOUR PLAN
From Zero to a Working Systematic Portfolio
This book gives you a clear path through the entire process. You will go from understanding why most approaches fail, to designing strategies grounded in real market behavior, to combining them into a portfolio you can trust and build on. No programming required. Every concept is explained with the reasoning behind it, not just the rules.
Part I — The Foundation
Understand why most fail and how to think differently
1. Why Most Crypto Traders Fail
2. The Systematic Mindset
3. How Crypto Markets Really Work
Part II — The Strategies
Design and build strategies grounded in real edges
4. Trading Approaches That Actually Work
5. Designing Exits That Match Your Edge
6. Building a Trading Strategy
Part III — The Portfolio
Validate, manage risk, and combine into a robust portfolio
7. Robustness Testing
8. Risk Management
9. Portfolio Design
The Road From Here
You'll walk away with 3 strategies you fully understand — why they work, when they lose, and how they combine. This is the foundation. Robuxio runs 24+ strategies built on the same principles.
What Readers Are Saying
For all systemic traders this is a GREAT book, do read it!
Blake Carrington
@BankersCandle11
Hi Pavel, read your book. I believe its one of the best introductions to algorithmic trading out there, especially for crypto. It focusses on the very basic overlying principals (eg expectation) for sucessfull algorithmic trading. Definitely worth reading!
NoBodyNose
@vladijakobi
Crypto algorithmic trading goldmine
I saw this book pop-up on Amazon when I was looking for some other books on stock trading. I wasn't expecting much as I am not that familiar with crypto, but I can tell you this a goldmine of insights into everything from "why crypto", to practical methods of building your own strategies. Definitely recommend for anyone looking to level up their algorithmic trading game.
George
Germany
Covers all the foundations
Short reading that explains the basics of algorithmic trading in crypto markets. I found it while looking for different strategies than the ones I usually use in crypto, and I found it very interesting. 100% recommended
Javier
Spain
An honest and clear book, well worth reading
I'm pretty new to crypto and honestly picked this up expecting another "get rich quick" book. It's not that at all, if anything, it's the opposite. The author is upfront that crypto can wreck you without a real process, which was weirdly reassuring to hear. The biggest thing for me was how it explains momentum and mean reversion strategies without assuming you already know everything. And it keeps hammering home that no strategy works all the time. As a beginner, I needed to hear that. It's easy to get sucked into thinking you just need to find "the one" winning approach. The chapters on risk management and overfitting really stuck with me. I had no idea how misleading backtests could be, or how much psychology messes with trading decisions. That stuff isn't talked about enough. I don't have a programming background and was worried I'd get lost, but the explanations are practical without being dumbed down. You get a framework you can actually grow into. No promises of easy wins here. Just a realistic, systematic way to approach crypto trading. If you're a beginner who wants to actually learn this stuff properly instead of gambling, it's worth reading.
Jamolpe
Spain
Read it!
Very good introduction to algorithmic trading, especially for crypto. It focusses on the very basic (and important) overlying principals for successfull algorithmic trading. Definitely worth reading!
Yvonne Jakobi
Germany
About the Author
Pavel Kycek
Pavel spent 18 years learning what works in the markets and, just as importantly, what doesn't. He started in traditional finance, spending six years on risk management and exchange rate hedging for major corporations. That background in understanding how risk compounds shaped everything he built afterward.
Today he is the CEO and Co-Founder of Robuxio, an algorithmic trading company serving financial institutions and professional investors. He also teaches systematic crypto trading as a guest lecturer at the University of Zlín. This book distills the same principles he uses to build and manage portfolios of uncorrelated strategies across forex, commodities, stocks, and cryptocurrencies.
Experience
18+ Years
Role
CEO & Co-Founder
Guest Lecturer
University of Zlín
Stop Guessing. Start Building.
Every chapter gives you something you can use — a framework, a strategy, a way to think about risk that actually holds up when markets move against you. This is how systematic traders are built.
Want to go deeper? The full video course includes 11 lessons with hands-on strategy code.