The Book · pavelkycek.com · 2026
The Algorithmic Crypto Playbook.
A Practical Guide to Building, Testing, and Trading Systematic Strategies
This is the book I wish I had when I started systematising my own crypto exposure. It walks through the full lifecycle — strategy ideation, backtesting, robustness validation, portfolio construction, and live deployment — using the actual systems run at Robuxio.
No prior programming experience required. Concepts are explained clearly for traders, allocators and developers alike.
Paperback & Kindle · 2025 · ISBN 979-8242682405
What’s inside.
- 01Why systematic — the case against discretionary crypto
- 02Trading vs HODLing — what each actually pays for
- 03Volatility is the asset class — and how to harvest it
- 04Mean reversion in crypto markets
- 05Trend following and momentum
- 06Breakout systems and regime filters
- 07Risk of ruin, position sizing and martingale traps
- 08Trading biases that destroy systematic edges
- 09Building a profitable strategy, end to end
- 10Robustness testing and out-of-sample validation
- 11Portfolio construction across strategies
- 12Drawdowns — surviving them and compounding through
Who it’s for.
- Traders looking to systematise a discretionary process they already have edge in
- Allocators evaluating systematic crypto exposure for institutional or family-office portfolios
- Developers with quant interest who want to understand the actual decisions behind a live system, not just the code
- Curious newcomers willing to do real work — every concept is explained from first principles
By Pavel Kýček — CEO of Robuxio, 18 years systematic trading across forex, commodities, equities and digital assets.
Buy on Amazon →