Rubén Villahermosa is a Spanish professional trader specialized in algorithmic trading and advanced technical analysis. He is the creator of Algo Strategy Analyzer, a SaaS platform for validating trading strategies using Monte Carlo simulations, Walk Forward Analysis, and portfolio construction.
Professional trader
Rubén has been a full-time trader since 2022. He trades his own capital across different markets, timeframes, and approaches, combining discretionary and algorithmic trading.
Discretionary trading
Applying Wyckoff analysis on:
- • Long-term stocks
- • Medium-term ETFs
- • Short-term futures
Algorithmic trading
Automated strategies based on:
- • Quantified Wyckoff principles
- • Intraday and swing futures
- • Rigorous backtesting validation
Algorithmic trading education
Beyond his practical market experience, Rubén has invested in specialized training with international algorithmic trading experts:
- Kevin Davey — World Trading Champion in the World Cup Championship of Futures Trading. Expert in automated system development and validation.
- Sergi Sánchez (Sersan Sistemas) — Manager of darwin SYO on Darwinex. Specialist in systematic trading and quantitative management.
He is currently pursuing a Postgraduate degree in Quantitative Trading Systems and Models at the Universidad Politécnica de Madrid (UPM), deepening his knowledge in system design, strategy evaluation, portfolio management, and quantitative operations.
Best-selling author
Rubén is the author of three trading books that have achieved best-seller status, with over 45,000 copies sold internationally. His works focus on the Wyckoff Method and order flow analysis, helping traders worldwide understand how institutions operate in the markets.
Tools developed
Combining his experience as a trader with software development skills, Rubén has created several tools used by traders around the world:
Algo Strategy Analyzer
SaaS platform to validate trading strategies with Monte Carlo, Walk Forward, and Portfolio Lab.
Algo Strategy Builder
Pine Script code framework for building algorithmic strategies in TradingView without coding from scratch.
Price & Volume Suite
Professional TradingView indicator with automatic pivots, entry patterns, VWAP, and alerts.
In addition to these public tools, he has developed proprietary statistical trading systems that he uses in his personal trading.
Educator and content creator
Through his project Trading Wyckoff, Rubén offers specialized training in advanced technical analysis. His Wyckoff Expert Program has trained hundreds of traders in the Wyckoff Method, Volume Profile, and Order Flow.
He maintains an active community on social media where he shares market analysis, trading ideas, and free educational content.
Trading philosophy
His philosophy is based on three fundamental pillars:
- Rigorous validation — No strategy should be traded live without going through a validation process that includes statistical analysis, Monte Carlo simulations, and Walk Forward testing.
- Risk management — Capital is a trader's most valuable resource. Protecting it is more important than maximizing profits.
- Systematic diversification — A portfolio of uncorrelated strategies is more robust than depending on a single strategy.