THE ALGORITHMIC CRYPTO PLAYBOOK · BOOKHUB
Find the chapter you’re reading and dive deeper into the topics with the help of additional resources.
The Algorithmic Crypto Course gives you the strategy rule codes from the book, a full walkthrough of how to use RealTest for backtesting and robustness testing, two new profitable strategies not covered in the book, a survivorship-bias-free live data set and much more.
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Listen to Pavel dive deep into why crypto is an asset class worth trading, but not buying and holding. In this TraderLion podcast episode he dives deep into the market structure and behavior of the asset class.
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CHAPTER 1
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Understand how market choice, timeframe and trading costs affect where a smaller trader can compete in this episode on the Chart Fanatics podcast.
TEST YOUR KNOWLEDGE
On what timeframe is your edge likely to persist for the longest amount of time?
CHAPTER 2
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In this Desire to Trade podcast episode, Pavel covers the differences between how institutions and retail think about drawdowns.
TEST YOUR KNOWLEDGE
Can you describe both the depth and duration of a drawdown, and what you would investigate during one?
CHAPTER 3
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Explore why a pattern can weaken as a market matures, and what that means for a research hypothesis in this Better System Trader podcast episode.
TEST YOUR KNOWLEDGE
Why do edges become smaller as markets mature over time?
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CHAPTER 4
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See how several momentum and mean-reversion models serve different roles in this episode on the Algorithmic Advantage podcast.
TEST YOUR KNOWLEDGE
What are the two fundamental trading approaches that Pavel discusses in this podcast, and how does each work?
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CHAPTER 5
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Pavel covers how your exit depends on what type of move you are trying to capture in this Desire to Trade podcast episode.
TEST YOUR KNOWLEDGE
What different types of exits did we cover in the book, and what are the different advantages and disadvantages of each?
CHAPTER 6
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Pavel dives deep into why using a dynamic trading universe is so important and why you need to test your strategies on survivorship-bias-free data in this episode on the Better System Trader podcast.
TEST YOUR KNOWLEDGE
Why is using a dynamic trading universe so important?
Implement the strategies from the book
Use the strategy code and cleaned data to trade the book’s strategies yourself.
CHAPTER 7
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Follow the discussion of parameter stability and alternative daily closes on this episode of the Better System Trader podcast.
TEST YOUR KNOWLEDGE
What are the different robustness testing methods that we covered in the book, and what does each test tell us?
CHAPTER 8
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Separate market risk from exchange, operational and concentration risks in this recorded Q&A.
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TEST YOUR KNOWLEDGE
Can you explain how your sizing changes after gains and losses, and what assumptions your risk assessment depends on?
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CHAPTER 9
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Pavel covers why trading many uncorrelated, profitable strategies together in a portfolio is more important than any single strategy by itself.
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TEST YOUR KNOWLEDGE
Do the strategies depend on the same market behavior, and how much do their losing periods overlap?
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See the monitoring and maintenance that remain after a strategy has been coded.
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BUILT WITH CURIOUS READERS
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A university course Pavel prepared in the fall of 2024, filmed across 11 lessons.
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