Building a crypto pairs trading strategy in Python

In this short ebook we’ll build a crypto pairs trading from scratch in Python. First, we look at how we can fetch data from Binance via API. Once we get the data, we preprocess it to do some useful tasks with it. Next, I’ll show you how to calculate returns and correlations between these returns using Pandas, a software library written for the Python programming language for data manipulation and analysis. After we have taken all these preliminary important tasks, we’ll build our pairs trading strategy. The book concludes with a list of suggestions on how one can improve this strategy.