The sequencer API development has been sponsored by Matthew Whelan (http://www.mattwhelan.com/)
Credits should go to Ron Fischer too, for having explained me the sequencer api ;)
You can create a new 'Level Sequence' asset using the LevelSequencerFactoryNew class:
from unreal_engine.classes import LevelSequenceFactoryNew
factory = LevelSequenceFactoryNew()
seq = factory.factory_create_new('/Game/MovieMaster')