In 1906 he launched Conjurer's Monthly, a magazine that he pretty much wrote & edited himself
[DOC] [TLE] Conjurers' Monthly Magazine - Magicpedia - Genii Magazine [PAR] Aug 11, 2015 ... Conjurers' Monthly Magazine was a Magic Periodical by Harry Houdini that only 
ran for two volumes from September 1906 until August 1908 as a competitor to 
the Sphinx.