HUGE SCALE Backtest of Intraday Cryptocurrency Data using Python & SQL

In this video we are using Python and SQL to build up a DataBase containing the most granular historical price data from Binance, backtesting an example trading strategy (Simple moving average crossover) and leverage to different timeframes.
Goal is to have a base to run multiple trading strategies on different timeframes on intraday data.

SMA video (most important):

Video on setting up the Binance API:

Pandas & SQL:

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0:00 - 01:12 Introduction / Disclaimer
01:12 - 02:05 Setup/libraries
02:05 - 05:32 Function to get 1 minute granular crypto data
05:32 - 08:26 Populating the SQL DB
08:26 - 09:10 Moment of silence
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