Algorithmic Crypto Trading

11 lessons

Lessons

Recommended

11 Lessons•by Pavel Kycek

Algorithmic Crypto Trading

Build, backtest, and deploy systematic crypto trading strategies. 11 lessons from strategy development to live portfolio management.

Course language: English. 9 of the 11 lessons are in English. Lessons 1 & 8 are live university lectures recorded in Czech, with English subtitles.

Included with the course

1 year of automated Robuxio Lite trading

Enrolment isn't just lessons. You get 12 months of automated access to the Robuxio Lite portfolio — run on the same institutional trading engine behind our client mandates. Connect your Binance or Bybit API keys and trade an account of up to $10,000 — fully automated, no configuration required.

12-month automated accessUp to $10,000 capitalInstitutional trading engine

See what's included & enrol

What You'll Learn

The fundamentals of algorithmic vs discretionary trading

How to select the right backtesting platform

Building momentum, mean reversion, and trend following strategies

Proper risk management techniques

Portfolio construction and diversification

The psychology behind successful trading

By the End of This Course

You'll have the skills to develop and deploy your own trading strategies with confidence. Start building systematic, data-driven approaches to the crypto markets.

Algorithmic Crypto Trading Course — 11 Lessons by Pavel Kycek

Course Curriculum — 11 Lessons by Pavel Kycek

Lesson 1: Introduction to Algorithmic Trading

This lesson focuses on clarifying the basics of trading and building a strong foundation for understanding algorithmic trading. It is a live recording of Pavel's lecture at the University of Zlín.

Trading = Capitalism on steroids
Trading = The art of making mistakes/taking losses
Trading vs Investing
Discretionary vs Algorithmic Trading
Basic Trading Approaches
Research-Driven vs Data-Driven Trading
Research-Driven Models
Code: Bitcoin Trend Strategy
Advantages (and Disadvantages) of Algorithmic Trading
Efficient Market Theory

Lesson 2: Backtesting Platform

This lesson focuses on the main criteria for selecting a proper testing platform. We dive into the basics of Realtest, our backtester of choice, learning how to import data and create a benchmark strategy.

Factors to Consider When Choosing a Trading Platform
Key Features for Algo Trading
Commonly Used Platforms
Why Realtest
Example of Realtest Language
Realtest: Source of Information
Testable Trading Approaches
Research-Driven Models
Testable Data
Code: Bitcoin Benchmark

Lesson 3: Market Selection

Every market behaves differently—one trends more, while another moves sideways. This lesson helps you understand the unique characteristics of each market and choose the right trading approach.

Factors Influencing Market Selection
Liquidity
Volatility
Immature to Mature Asset Cycle
Edge Decay: Bitcoin vs S&P 500
Leverage
Market vs Approach: Stocks, Forex, Commodities, Crypto
Inter-Market Volatility Comparisons
Advantage of Retail Trader

Lesson 4: Trading Approaches

This lesson is dedicated to understanding the various trading approaches, their classifications, and how to implement them effectively.

Basic Classification
Alpha
Beta
What is Trading Edge
Types of Entry/Exit Orders
Long-Term vs Short-Term Momentum
Code: Bitcoin Trend Strategy
Code: Bitcoin Breakout Strategy
Code: Bitcoin Mean Reversion Strategy
Comparison

Lesson 5: Strategy Building

This lesson focuses on understanding trading biases and building momentum and mean reversion strategies on a broad basket of cryptocurrencies.

Dunning-Kruger Effect
Trading Biases
Idea-First Approach
Sensitivity to Trading Conditions
Sensitivity to Trading Costs
Description of Breakout Strategy
Code: Crypto Breakout Strategy
Description of Mean Reversion Strategy
Code: Mean Reversion Strategy
Comparison

Lesson 6: Robustness Tests + Trend Following

In this lesson, we will build a strategy based on long-term momentum. Afterwards, we dive into robustness tests, essential for ensuring a strategy is reliable and ready for live trading.

Description of Trend Following Strategy
Code: Trend Following Strategy
Comparison: Mean Reversion, Momentum, Trend Following
Robustness Tests: Foundation
Optimisation in Strategy Building
Risks of Optimisation
IS/OOS Test
Parameter-Sensitivity Analysis
Stress Testing
Inter-Asset Analysis
Multi-Timeframe Analysis
Trend Following: Parameter Sensitivity Test

Lesson 7: Exits

Exits can significantly change the characteristics of a strategy. This lesson focuses on how to approach exits in different trading strategies and the philosophy behind them.

Philosophy of Exit
Exit and Its Purpose
Stop Loss: The Good and the Bad
Stop Loss and Intraday Volatility
Solution for Stop Loss
Profit Target
Exit Ideas: Breakout
Exit Ideas: Trend Following
Exit Ideas: Mean Reversion

Lesson 8: Risk Management + RSI Strategies

A trader is, first and foremost, a risk manager. The primary goal is to protect capital before focusing on multiplying it. This lesson is a live recording at the University of Zlín.

Definition of Risk Management
Where is the Risk?
Strategy Risk - Origination and Coverage
Volatility as a Measure of Risk
Drawdown as Risk Measure
Drawdown as a Risk Management Tool
When to Use Stop Loss?
Martingale vs. Anti-Martingale Approach
Code: RSI Momentum
Code: RSI Mean Reversion

Lesson 9: Portfolio Trading

Portfolio trading of diversified strategies is the ultimate goal of algorithmic trading. This lesson explores the techniques and methods required to build and manage a robust portfolio.

Diversification
Portfolio Trading vs Diversification
Rebalancing
Portfolio Trading and Rebalancing
Weights by Trading Approach
Weights by Correlation
Weights by Strategy Logic
Weights by Risk Management
Code: 3-Strategy Portfolio

Lesson 10: Trading Psychology

Trading psychology develops alongside a true understanding of trading and the creation of sound strategies. There are key psychological aspects to focus on to succeed in the markets.

Code: 5-Strategy Portfolio
Difference Between Portfolios From a Trading Psychology Perspective
Trading Psychology vs Trading Edge
The Lake Wobegon Effect
Trade Sample
Losing Streak
Risk Tolerance
Next 1000 Trades
Live Trading: Automated vs Semi-Automated Solution

Lesson 11: Realtest Introduction by Marsten Parker

This special episode introduces participants to the logic behind Realtest. Marsten Parker, a featured trader in Jack Schwager's Unknown Market Wizards, shares insights into his 27+ years of trading experience.

Marsten Parker's Trading Journey
How long he's been trading
The assets and approaches he trades
How Realtest Works Under the Hood
Single Strategy Building
Portfolio Building
Benchmark Building
Realtest: A tool designed for efficiency, not aesthetics