Udacity has launched a new nanodegree program focused on artificial intelligence for trading. It uses Sharadar data for part of the curriculum and so of course I think the course is great. But in this case it is actually true. It has been a pleasure to deal with Udacity throughout. It was also kinda cool since Udacity played a big part in me personally upskilling from an advanced spreadsheet jockey to computer programmer all those years ago. I still recommend their free CS 101 course as the best way to get started.
Update: sadly it appears Udacity no longer offers the same introductory course I took years back, the prior link will now redirect you to a replacement course which is quite a bit different. The course I took and recommended was titled "Building a Search Engine", taught by the excellent David Evans.