The Algorithmic Crypto Playbook
Most crypto traders lose money.
This book shows the systematic way.
Pavel Kýček distills 18 years of systematic trading into a practical guide to building, testing, and trading algorithmic crypto strategies — no coding required. The 3-strategy portfolio in Part III is running live since September 2024. You can verify the equity curve below before you buy.
30-day Amazon return policy.If it doesn't change how you think about systematic trading, get a refund. No questions, no friction.
The Proof
The 3 strategies in this book, running live.
The Robuxio Lite portfolio combines the three strategies you'll learn into one foundational portfolio. Backtested from 2019, trading out-of-sample since September 2024.
45%
Backtest + Live CAGR
2019 → today, Robuxio Lite portfolio
-20%
Max Drawdown
vs. Bitcoin's -77% over the same period
Sep 2024
Live Out-of-Sample
Strategies trading in production since
Robuxio Lite Portfolio vs. Bitcoin vs. TOP50 Index
Drawdown Analysis
Drawdown shows the percentage decline from the peak value
Learn the exact frameworks behind this performance
Get the Book on AmazonOr read Chapter 1 freeif you're not sure yet.
Who This Book Is For
If any of these sound like you, this book is for you.
Aspiring systematic traders
You understand why systematic beats discretionary. This book gives you the foundation to build your first portfolio — not just a single strategy.
Traders stuck in the cycle
You've backtested, traded, hit a drawdown, started over. This book gives you the understanding underneath the rules so you stop restarting.
Systematic traders new to crypto
You trade equities, futures, or commodities systematically. Crypto still has the volatility and inefficiency those markets lost years ago.
This is not for you if…
- ✕ You're looking for "signals" to copy without understanding why they work.
- ✕ You believe Bitcoin buy-and-hold will replicate its first decade.
- ✕ You aren't willing to size positions, manage risk, or accept drawdowns as part of the process.
What You'll Learn
Six things you'll know by the end.
Every outcome maps to a chapter. No fluff between them.
Why discretionary trading fails in crypto
Ch. 1 · Why Most Crypto Traders Fail
The systematic mindset that survives drawdowns
Ch. 2 · The Systematic Mindset
How crypto markets actually work (and why that's the edge)
Ch. 3 · How Crypto Markets Really Work
The three approaches that work: momentum, mean reversion, breakout
Ch. 4–6 · Strategies & exits
Robustness testing — what survives in production vs. what overfits
Ch. 7 · Robustness Testing
How to combine them into the Robuxio Lite portfolio
Ch. 8–9 · Risk Management & Portfolio Design
Your Plan
From zero to a working systematic portfolio.
A clear path through the entire process. 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.
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 the Robuxio Lite 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.
Why This Book
Three reasons it's different from every other crypto trading book.
01
Live, verifiable strategies
Most algo books teach concepts you can't verify. The exact 3-strategy portfolio described in Part III runs in production since September 2024 — the equity curve is published above. You can benchmark the book before you buy it.
02
No code required
Every concept is explained with reasoning, not pseudocode. Trade the strategies manually, hand them to a developer, or use the framework to evaluate any tool you already own.
03
Built by an active firm, not a content creator
Pavel co-runs Robuxio, an algorithmic trading company serving funds and institutions. These are the same principles behind the production portfolios — not lessons-learned-from-YouTube.
What readers are saying
Great book for any level but especially for the new trader
Just finished the book! It's a concentrated read with not much fluff. Gets right into what will improve any systematic traders outcomes in a logical sequence from mentality, bias, testing, development and validation! The end wraps it all together and it provides you with concepts you can build yourself to test.
Amazon Customer
United States
Must read and implement if trading alt-coins
Read it in a Day — it's a small book packed with vital info. Book gets straight to the point. Explains 3 types of strategies. How to test them for robustness and how to construct strategies for use in a portfolio. The way symbols are systematically chosen. The techniques for testing data in a new market like alt-coins where there isn't much data. I am actually surprised at how much new information I got from this short read. I will definitely be implementing my own versions of the processes and strategies in this book.
MR P.
United Kingdom
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. 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.
Jamolpe
Spain
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
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
Great book for any level but especially for the new trader
Just finished the book! It's a concentrated read with not much fluff. Gets right into what will improve any systematic traders outcomes in a logical sequence from mentality, bias, testing, development and validation! The end wraps it all together and it provides you with concepts you can build yourself to test.
Amazon Customer
United States
Must read and implement if trading alt-coins
Read it in a Day — it's a small book packed with vital info. Book gets straight to the point. Explains 3 types of strategies. How to test them for robustness and how to construct strategies for use in a portfolio. The way symbols are systematically chosen. The techniques for testing data in a new market like alt-coins where there isn't much data. I am actually surprised at how much new information I got from this short read. I will definitely be implementing my own versions of the processes and strategies in this book.
MR P.
United Kingdom
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. 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.
Jamolpe
Spain
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
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
I learned a lot from your book, thanks!
Edwin Chan
@EdwinChan160917
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
About the Author
Pavel Kýček
Pavel spent the first seven years of his trading career losing money, then the next eleven figuring out why. He started in traditional finance — six years on risk management and FX hedging for major corporations — before moving into systematic trading full-time.
Today he is 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, equities, and crypto.
Experience
18+ Years
Role
CEO & Co-Founder
Guest Lecturer
University of Zlín
Frequently Asked Questions
What's actually in this book?
Eleven chapters across three parts: (I) Foundation — why most crypto traders fail, the systematic mindset, how crypto markets really work; (II) Strategies — the three approaches that actually work (momentum, mean reversion, breakout), exit design, and how to build a complete strategy; (III) Portfolio — robustness testing, risk management, and combining the three strategies into the Robuxio Lite portfolio. It closes with a candid epilogue on edge decay and the trade-off between manual and automated execution.
Want to go further?
The book is the principles.
The course is the practice.
Most readers start with the book. About a third move on to the Robuxio Algorithmic Trading Masterclass — 11 video lessons that turn the framework into actual working strategies.
- The 3 book strategies, coded and explained
- 11 lessons · ready-to-use strategy files
- Same instructor as the University of Zlín course
- Direct support from Pavel and the Robuxio team
The Window Is Open
Markets change. Edges decay.
Right now, crypto is still inefficient.
Daily price moves in the top 50 crypto futures are 4–10× larger than major equity indices. Behavioural mispricings repeat constantly. But every quarter, more institutions arrive — and that window closes a little more. This book gives you the framework to capture systematic returns from crypto while they're still there to capture.
30-day Amazon return policy. Available worldwide on Amazon Kindle and paperback.
