Cryptocurrency Algorithmic Trading With Python And Binance

PART 1 Overview Preview 03:21

Downloads for PART 1 Preview 00:04

Investing vs. (Algorithmic) Trading Preview 14:46

Asset Classes, Money and (Crypto-) Currencies Preview 11:32

What is a Stable Coin? Preview 06:00

Why Trading Cryptocurrencies? Preview 06:45

Why using Binance? Preview 08:46

Spot Trading vs. Derivatives (Futures) Trading (Part 1) Preview 08:13

Spot Trading vs. Derivatives (Futures) Trading (Part 2) Preview 10:34

[Article] Algorithmic Trading 101 and how to start Preview 02:27

Binance.com and Binance.US at a first glance Preview 12:35

How to get a 10% Discount on Trading Commissions Preview 00:14

Registration and Identity Verification Preview 06:03

How to instantly buy your first Cryptos Preview 06:00

Deposits and Withdrawals (Part 1) Preview 07:58

Deposits and Withdrawals (Part 2) Preview 05:24

The first Spot Trade (buy Bitcoin) Preview 10:32

Trade Analysis and Trading Fees/Commissions Preview 10:01

Another Spot Trade (sell Bitcoin) Preview 03:26

Limit Orders vs. Market Orders Preview 06:37

Take-Profit Orders Preview 03:56

Stop-Loss Orders Preview 06:52

The Order Book Preview 05:39

Bid-Ask-Spread and Slippage Preview 07:35

Total Costs of a Trade (visible vs. hidden Costs) Preview 04:26

Liquidity and Market Depth Preview 04:19

Introduction to Charting and Technical Indicators Preview 09:38

Introduction Preview 01:32

Download and Install Anaconda Preview 08:08

How to open Jupyter Notebooks Preview 09:29

How to work with Jupyter Notebooks Preview 14:00

Tips for Python Beginners Preview 01:54

Overview Preview 02:59

Getting the API Key & other Preparations Preview 03:58

Commands to install required packages Preview 00:14

How to install the Binance API Wrapper Preview 02:22

Connecting to the API/Server Preview 04:15

Troubleshooting (BinanceAPIException Error) Preview 00:21

Retrieving general account/system Info (Part 1) Preview 10:10

Retrieving general account/system Info (Part 2) Preview 06:53

Getting (current) Market Data Preview 07:22

How to load Historical Price & Volume Data (Part 1) Preview 07:10

How to load Historical Price & Volume Data (Part 2) Preview 14:04

Excursus: Loading Historical Data (csv) from the Website Preview 05:21

Streaming real-time Market Data (Part 1) Preview 07:21

Important notice for Binance.US users Preview 00:08

Streaming real-time Market Data (Part 2) Preview 02:45

Streaming and collecting real-time Candles Preview 08:50

Placing a Test Order Preview 04:15

The Binance Spot Test Network Preview 04:00

Creating a Connection to the Spot Testnet Preview 02:29

Spot Testnet API - Overview Preview 06:38

Placing a Market Buy Order Preview 08:16

Placing a Market Sell Order Preview 02:15

Placing Limit Orders Preview 06:55

Reporting: Getting all (historical) Orders and Trades Preview 03:02

How to create & run a first (simple) Trading Bot Preview 06:16

Introduction and Overview Preview 03:57

Installing and importing required Libraries/Packages Preview 01:59

Loading Financial Data from the Web Preview 10:54

Initial Inspection and Visualization Preview 12:22

[Article] Loading Data into Pandas - advanced topics Preview 00:04

Normalizing Time Series to a Base Value (100) Preview 06:35

Coding Challenge #1 Preview 05:20

Price changes and Financial Returns Preview 09:03

Reward and Risk of Financial Instruments Preview 05:57

Coding Challenge #2 Preview 00:14

Investment Multiple and CAGR Preview 06:50

Compound Returns & Geometric Mean Return Preview 04:17

Coding Challenge #3 Preview 00:09

Discrete Compounding Preview 08:00

Continuous Compounding Preview 05:53

Log Returns Preview 02:21

Simple Returns vs Log Returns ( Part 1) Preview 06:04

Simple Returns vs Log Returns ( Part 2) Preview 05:42

Coding Challenge #4 Preview 00:10

Comparing the Performance of Financial Instruments Preview 09:37

(Non-) Normality of Financial Returns Preview 12:35

Annualizing Return and Risk Preview 04:51

Resampling / Smoothing of Financial Data Preview 07:44

Rolling Statistics Preview 09:05

Coding Challenge #5 Preview 00:19

Short Selling and Short Position Returns (Part 1) Preview 03:16

Introduction to Currencies (Forex) and Trading Preview 07:26

Short Selling and Short Position Returns (Part 2) Preview 04:44

Short Selling and Short Position Returns (Part 3) Preview 04:07

Coding Challenge #6 Preview 00:12

Covariance and Correlation Preview 07:09

Portfolios and Portfolio Returns Preview 03:57

Margin Trading and Levered Returns (Part 1) Preview 04:56

Margin Trading and Levered Returns (Part 2) Preview 08:52

Coding Challenge #7 Preview 00:14

Overview Preview 01:57

Downloads for PART 2 Preview 00:04

Trading Strategies - Overview Preview 06:20

[Article] More on Trading Strategies Preview 02:11

Trading Strategies for Cryptocurrencies (best practices) Preview 04:44

How to create your own Trading Strategies Preview 06:09

[Article] The Lifecycle of a Trading Strategy Preview 03:33

Getting the Data Preview 03:24

Financial Data Analysis / Visual Inspection Preview 03:38

A simple Buy and Hold "Strategy" Preview 04:12

Performance Measurement Preview 05:11

Introduction Preview 04:45

Data Preparation Preview 04:57

Explanatory Data Analysis: Financial Returns and Trading Volume (Part 1) Preview 09:44

Explanatory Data Analysis: Financial Returns and Trading Volume (Part 2) Preview 04:50

Formulating a Long-only Strategy based on Price & Volume Data Preview 08:19

Strategy Backtesting Preview 07:38

Trading Costs Preview 08:20

Introduction Preview 00:16

Getting started Preview 01:27

Strategy Optimization (Part 1) Preview 10:19

Strategy Optimization (Part 2) Preview 03:59

Putting everything together: a Backtester Class Preview 10:26

Backtesting & Forward Testing (Part 1) Preview 04:43

Backtesting & Forward Testing (Part 2) Preview 05:03

Introduction Preview 00:15

Getting started Preview 01:19

Important notice for Binance.US users Preview 00:08

Recap: Streaming and Collecting Real-Time Candles Preview 04:21

Creating the LongOnlyTrader Class Preview 05:36

Working with historical data and real-time data (Part 1) Preview 06:23

Working with historical data and real-time data (Part 2) Preview 03:23

Adding a Long-Only Trading Strategy Preview 08:28

Placing Orders and Executing Trades Preview 08:16

Trade Monitoring and Reporting Preview 11:25

How to set/automate the stop of a Trading Session Preview 05:11

Introduction Preview 05:45

Getting started Preview 01:38

Recap: Explanatory Data Analysis and generating a Trading Idea Preview 02:00

Defining the Long-Short Strategy Preview 05:19

A Long-Short Backtesting Framework Preview 05:22

Strategy Backtesting Preview 07:36

A Long-Short Trading Framework Preview 05:40

Implementing and Automating a Long-Short Trading Strategy Preview 03:47

Preview: Running a Python Trader Script Preview 07:32

Introduction and Motivation Preview 02:50

Demonstration: AWS EC2 for Algorithmic Trading live in action Preview 07:09

Amazon Web Services (AWS) - Overview and how to create a Free Trial Account Preview 02:34

How to create an EC2 Instance Preview 07:58

How to connect to your EC2 Instance Preview 04:20

Required Installations and Downloads Preview 00:14

Getting the Instance Ready for Algorithmic Trading Preview 03:26

How to run Python Scripts in a Windows Command Prompt Preview 04:05

How to start Trading sessions with Batch (.bat) Files Preview 04:02

How to schedule Trading sessions with the Task Scheduler Preview 05:14

Introduction Preview 11:28

Solution Preview 00:02

Overview Preview 07:45

Downloads for Part 3 (Updated 28/12/2021) Preview 00:02

Creating an account on Binance Futures Testnet Preview 00:50

First Steps Preview 04:11

The first Futures Trade (Long) Preview 10:14

Trade Analysis Preview 06:58

A trade with Leverage Preview 04:10

The impact of Leverage Preview 05:42

A Short Trade Preview 03:39

Margin Requirements and Liquidation (Part 1) Preview 07:39

Margin Requirements and Liquidation (Part 2) Preview 12:01

Excursus: The Futures Calculator Preview 03:58

How to add Stop Loss to an open position Preview 03:53

Stop Loss (SL) and Take Profit (TP) Orders Preview 04:07

Margin Mode: Cross vs. Isolated Preview 08:15

Position Mode: One-way (Netting) vs. Hedging Preview 08:38

How to work with many open positions Preview 04:54

Introduction to the Funding Rate Preview 03:35

The Funding Rate explained (Part 1) Preview 06:14

The Funding Rate explained (Part 2) Preview 06:49

The Funding Rate explained (Part 3) Preview 03:18

The Funding Rate live in action Preview 02:55

Introduction Preview 06:55

Getting the Data Preview 01:26

Backtesting without Leverage and Trading Costs in the Futures Market Preview 05:22

Recap: Leverage and levered Returns Preview 00:59

Levered Returns: a more realistic approach Preview 10:34

The Futures Backtesting Class live in action Preview 05:28

How to adjust the Framework to (levered) Futures Trading Preview 09:03

The impact of Leverage on Trading Performance Preview 05:42

Introduction and Preparations Preview 02:38

The Binance Futures API Preview 13:14

How to change Settings and Modes Preview 05:30

Placing Market Orders (Part 1) Preview 07:42

Trade Analysis - Trade and Income History Preview 05:20

Placing Market Orders (Part 2) Preview 03:25

Getting Historical Futures Market Data Preview 05:04

Streaming Future Prices in real-time Preview 04:25

A Futures Trading Bot (Part 1) Preview 07:17

A Futures Trading Bot (Part 2) Preview 07:38

Overview Preview 00:24

Downloads for Part 4 Preview 00:02

Introduction Preview 07:00

Preparations Preview 01:49

First Steps with CCXT Preview 06:05

General Exchange Information Preview 03:31

The Public API Preview 05:25

Loading Historical Data (Part 1) Preview 09:44

Loading Historical Data (Part 2) Preview 05:27

Streaming real-time Data (Part 1) Preview 05:12

Introduction to Multithreaded Programming Preview 05:22

Streaming real-time Data (Part 2) Preview 03:17

Streaming real-time Data (Part 3) Preview 03:32

Getting Historical Data and Streaming live Data Preview 07:32

The Private API Preview 04:56

How to connect to Testnets (Sandbox mode) Preview 02:40

Creating Orders and analyzing Trades (Spot) Preview 04:27

Creating Orders and analyzing Trades (Futures) Preview 06:36

A CCXT Spot Trading Bot Preview 08:44

Excursus: Generalization Preview 04:25

A CCXT Futures Trading Bot Preview 08:42

Introduction Preview 05:54

Creating accounts on FTX.com and FTX.us Preview 02:52

FTX and CCXT - an Overview Preview 05:43

What you should consider for Backtesting Preview 05:13

An FTX Spot Trading Bot Preview 04:42

Futures Trading on FTX Preview 00:04

An FTX Futures Trading Bot Preview 00:04

Introduction and Overview Preview 02:33

Appendix Downloads Preview 00:04

Intro to the Time Value of Money (TVM) Concept (Theory) Preview 06:01

Calculate Future Values (FV) with Python / Compounding Preview 03:29

Calculate Present Values (FV) with Python / Discounting Preview 02:38

Interest Rates and Returns (Theory) Preview 04:26

Calculate Interest Rates and Returns with Python Preview 03:47

Introduction to Variables Preview 05:04

Excursus: How to add inline comments Preview 02:50

Variables and Memory (Theory) Preview 01:57

More on Variables and Memory Preview 06:33

Variables - Dos, Don´ts and Conventions Preview 03:49

The print() Function Preview 04:09

Coding Exercise 1 Preview 09:00

TVM Problems with many Cashflows Preview 03:21

Intro to Python Lists Preview 02:22

Zero-based Indexing and negative Indexing in Python (Theory) Preview 02:47

Indexing Lists Preview 03:10

For Loops - Iterating over Lists Preview 07:48

The range Object - another Iterable Preview 04:56

Calculate FV and PV for many Cashflows Preview 07:35

The Net Present Value - NPV (Theory) Preview 07:47

Calculate an Investment Project´s NPV Preview 03:02

Coding Exercise 2 Preview 08:41

Data Types in Action Preview 06:07

The Data Type Hierarchy (Theory) Preview 03:30

Excursus: Dynamic Typing in Python Preview 01:38

Build-in Functions Preview 05:52

Integers Preview 03:18

Floats Preview 05:58

How to round Floats (and Integers) with round() Preview 05:10

More on Lists Preview 05:15

Lists and Element-wise Operations Preview 04:19

Slicing Lists Preview 04:33

Slicing Cheat Sheet Preview 00:03

Changing Elements in Lists Preview 02:44

Sorting and Reversing Lists Preview 03:48

Adding and removing Elements from/to Lists Preview 09:33

Mutable vs. immutable Objects (Part 1) Preview 09:04

Mutable vs. immutable Objects (Part 2) Preview 05:12

Coding Exercise 3 Preview 11:32

Tuples Preview 06:50

Dictionaries Preview 06:22

Intro to Strings Preview 08:47

String Replacement Preview 04:10

Booleans Preview 02:23

Operators (Theory) Preview 04:37

Comparison, Logical and Membership Operators in Action Preview 08:21

Coding Exercise 4 Preview 08:56

Conditional Statements Preview 09:04

Keywords pass, continue and break Preview 09:37

Calculate a Project´s Payback Period Preview 04:35

Introduction to while loops Preview 07:58

Coding Exercise 5 Preview 00:05

Defining your first user-defined Function Preview 06:07

What´s the difference between Positional Arguments vs. Keyword Arguments? Preview 05:35

How to work with Default Arguments Preview 05:27

The Default Argument None Preview 06:17

How to unpack Iterables Preview 04:40

Sequences as arguments and *args Preview 05:05

How to return many results Preview 02:42

Scope - easily explained Preview 08:16

Coding Exercise 6 Preview 00:04

Modules, Packages and Libraries - No need to reinvent the Wheel Preview 07:52

Numpy Arrays Preview 08:23

Indexing and Slicing Numpy Arrays Preview 03:13

Vectorized Operations with Numpy Arrays Preview 03:56

Changing Elements in Numpy Arrays & Mutability Preview 05:50

View vs. copy - potential Pitfalls when slicing Numpy Arrays Preview 04:45

Numpy Array Methods and Attributes Preview 05:13

Numpy Universal Functions Preview 03:59

Boolean Arrays and Conditional Filtering Preview 04:39

Advanced Filtering & Bitwise Operators Preview 06:11

Determining a Project´s Payback Period with np.where() Preview 04:50

Creating Numpy Arrays from Scratch Preview 05:56

Coding Exercise 7 Preview 00:05

How to work with nested Lists Preview 04:21

2-dimensional Numpy Arrays Preview 03:51

How to slice 2-dim Numpy Arrays (Part 1) Preview 05:36

How to slice 2-dim Numpy Arrays (Part 2) Preview 02:03

Recap: Changing Elements in a Numpy Array / slice Preview 03:39

How to perform row-wise and column-wise Operations Preview 04:33

Coding Exercise 8 Preview 00:05

Intro to Tabular Data / Pandas Preview 04:19

Create your very first Pandas DataFrame (from csv) Preview 09:09

Pandas Display Options and the methods head() & tail() Preview 06:41

First Data Inspection Preview 11:25

Coding Exercise 9 Preview 00:05

Selecting Columns Preview 06:05

Selecting one Column with the "dot notation" Preview 02:16

Zero-based Indexing and Negative Indexing Preview 03:04

Selecting Rows with iloc (position-based indexing) Preview 10:07

Slicing Rows and Columns with iloc (position-based indexing) Preview 04:39

Position-based Indexing Cheat Sheets Preview 00:02

Selecting Rows with loc (label-based indexing) Preview 03:14

Slicing Rows and Columns with loc (label-based indexing) Preview 10:21

Label-based Indexing Cheat Sheets Preview 00:02

Summary, Best Practices and Outlook Preview 06:30

Coding Exercise 10 Preview 00:05

First Steps with Pandas Series Preview 03:53

Analyzing Numerical Series with unique(), nunique() and value_counts() Preview 13:50

Analyzing non-numerical Series with unique(), nunique(), value_counts() Preview 07:17

The copy() method Preview 03:57

Sorting of Series and Introduction to the inplace - parameter Preview 08:59

First Steps with Pandas Index Objects Preview 05:57

Changing Row Index with set_index() and reset_index() Preview 10:07

Changing Column Labels Preview 03:20

Renaming Index & Column Labels with rename() Preview 03:51

Filtering DataFrames (one Condition) Preview 10:20

Filtering DataFrames by many Conditions (AND) Preview 04:45

Filtering DataFrames by many Conditions (OR) Preview 05:04

Advanced Filtering with between(), isin() and ~ Preview 08:35

Intro to NA Values / missing Values Preview 08:52

Handling NA Values / missing Values Preview 10:51

Exporting DataFrames to csv Preview 02:14

Summary Statistics and Accumulations Preview 10:26

Visualization with Matplotlib (Intro) Preview 08:48

Customization of Plots Preview 12:56

Histogramms (Part 1) Preview 04:34

Histogramms (Part 2) Preview 06:28

Scatterplots Preview 07:18

First Steps with Seaborn Preview 05:24

Categorical Seaborn Plots Preview 13:33

Seaborn Regression Plots Preview 12:21

Seaborn Heatmaps Preview 08:17

Removing Columns Preview 05:18

Introduction to GroupBy Operations Preview 02:02

Understanding the GroupBy Object Preview 08:05

Splitting with many Keys Preview 06:49

split-apply-combine Preview 09:36

Helpful DatetimeIndex Attributes and Methods Preview 06:24

Filling NA Values with bfill, ffill and interpolation Preview 10:07

Timezones and Converting (Part 1) Preview 04:36

Timezones and Converting (Part 2) Preview 04:48

Introduction to OOP and examples for Classes Preview 10:58

The Financial Analysis Class live in action (Part 1) Preview 04:58

The Financial Analysis Class live in action (Part 2) Preview 03:42

The special method __init__() Preview 08:28

The method get_data() Preview 06:49

The method log_returns() Preview 03:21

String representation and the special method __repr__() Preview 03:41

The methods plot_prices() and plot_returns() Preview 05:21

Encapsulation and protected Attributes Preview 04:02

The method set_ticker() Preview 03:18

Adding more methods and performance metrics Preview 05:51

Inheritance Preview 09:01

Inheritance and the super() Function Preview 06:47

Adding meaningful Docstrings Preview 06:24

Creating and Importing Python Modules (.py) Preview 04:19

Coding Exercise: Create your own Class Preview 07:13

Bonus Lecture Preview 03:10