Python for Finance and Crypto Data: pandas, APIs and Backtesting
Learn Python for crypto and finance: pull live API data, build trading signals, backtest strategies, deploy to production.

About this course
You have a trading idea. You’ve tested it in a spreadsheet. But you don’t know if it works on real data, and you can’t run it 24/7.
This course teaches you Python for finance and crypto — the way traders and analysts actually work. You’ll pull live price and on-chain data from Binance, CoinGecko, Dune, and Etherscan. You’ll clean messy time series, calculate technical indicators and portfolio metrics, and backtest your strategy on years of historical data *without look-ahead bias*. Then you’ll deploy it to a server and run it live.
No theory. No toy examples. Every lesson is a worked example with real data and real code you can reuse.
**What you’ll build:**
– A data pipeline that pulls live OHLCV candles and on-chain data from public APIs
– Technical indicators (moving averages, RSI, MACD, Bollinger Bands) from scratch
– A backtesting engine that handles slippage, commissions, and position sizing
– A trading strategy you can test, optimize, and deploy
– A live monitoring dashboard and trade log
– A scheduled job that runs your strategy every day
**Who this is for:** crypto traders automating their analysis, finance analysts moving from Excel to Python, students learning quantitative finance, and anyone who wants to test trading ideas on real data.
**Prerequisites:** basic Python (variables, loops, functions, imports). No prior experience with APIs, pandas, or backtesting required.
**What you’ll learn:** pull live and historical data from Binance, CoinGecko, Dune, and Etherscan; clean, resample, and merge time series data with pandas; calculate technical indicators and portfolio metrics; build a proper backtest with realistic costs; optimize parameters without overfitting; deploy to a server and monitor live trades; handle errors, log results, and iterate.
8 modules, 38 lessons, capstone project — build and deploy a complete live trading strategy from data pull to monitored deployment.
What you will be able to do
- Can pull live and historical price data from Binance, CoinGecko, Dune Analytics and Etherscan APIs using Python requests and authentication
- Can load, clean, resample and merge time series data using pandas (handling missing values, duplicates, timezone issues)
- Can calculate technical indicators (moving averages, RSI, MACD, Bollinger Bands) and portfolio metrics (returns, drawdown, Sharpe ratio, win rate) from scratch
- Can design and backtest a trading strategy on historical data without look-ahead bias, using proper train/test splits
- Can visualize market data and backtest results with matplotlib and seaborn
- Can schedule Python jobs to run daily (cron, APScheduler) and log results
- Can read and interpret on-chain data (transactions, token holders, gas prices) from blockchain explorers and Dune dashboards
Curriculum
1Python Essentials for Finance
- Set up Python, pip, Jupyter and VS Code for data work
- NumPy arrays, broadcasting, and vectorized math for speed
- Series and DataFrames: the core data structures for time series
- Load CSV, JSON, Parquet; export results
- Print debugging, assertions, and unit tests for data pipelines
2Pulling Data from APIs
- Making GET/POST requests; API keys and headers
- Pull spot prices, OHLCV candles, and order book from Binance
- CoinGecko, Messari, and other free crypto data sources
- Query transactions, token holders, gas prices from Etherscan
- Run SQL queries on Dune and fetch results via API
3Cleaning, Resampling and Merging Time Series
- Detect and fill NaN, forward-fill, interpolation
- Remove duplicates, detect and handle outliers
- Parse dates, convert timezones, align timestamps
- Resample OHLCV to different frequencies (1m to 1h to 1d)
- Join price, volume, and on-chain data by timestamp
4Indicators, Signals and Portfolio Analytics
- SMA, EMA, and trend detection
- RSI, MACD, Stochastic oscillator
- Bollinger Bands, ATR, and volatility measures
- Calculate cumulative returns, max drawdown, Sharpe ratio
- Win rate, profit factor, consecutive wins/losses
5Backtesting Strategies Properly
- Build a backtest loop; avoid look-ahead bias
- Implement entry signals, stop-loss, take-profit
- Kelly criterion, fixed fractional, risk per trade
- Model realistic costs and fills
- Grid search, walk-forward, out-of-sample testing
6Visualization and Reporting
- Line plots, candlestick charts, subplots
- Heatmaps, distributions, correlation matrices
- Plotly for interactive dashboards
- Equity curve, drawdown chart, trade log, metrics summary
- Save plots, generate HTML reports, version control
7Scheduling and Production
- Schedule Python scripts with cron and APScheduler
- Log trades, errors, and performance metrics
- Graceful failures, retry logic, alerting
- Run on a VPS or cloud (AWS, Heroku, DigitalOcean)
- Paper trading, order execution, risk controls
8Capstone Project u2014 Build and Deploy a Live Strategy
- Design a complete trading strategy from data to live execution
- Write the full pipeline: data pull, signal, backtest, live
- Deploy to a server, monitor performance, iterate
Taught by Block Relations
Research & Education · Built for crypto traders, finance analysts, and quantitative finance students who know basic Python syntax (loops, functions, imports) but have never pulled real data from an API or built a backtest. No prior experience with APIs, pandas, or backtesting required.
Free
Free
Free