Skip to content

Education · Online

12-Week Online Program

Twelve weeks of structured private instruction in market structure, research methodology, model development and risk concepts — delivered online, in a small cohort, by application.

Tuition

$997.99

one-time

Cohort size

20 students maximum

Open to applicants anywhere

Status

Applications open
Start an application

Places cannot be bought directly. Every applicant is reviewed, and a private checkout link is sent only after acceptance.

Twelve weeks, in order

  • 01–02

    Market structure

    How auctions organise, where balance forms, and how to describe a session in terms that can be tested rather than felt.

  • 03–04

    Research methodology

    Framing a question, choosing data, and designing a test whose result would actually change your mind.

  • 05–06

    Model development

    Turning an observation into explicit rules, and the failure modes that make most rule sets fragile.

  • 07–08

    Backtesting and validation

    Out-of-sample discipline, survivorship and look-ahead, contract-roll artefacts, and honest performance reporting.

  • 09–10

    Risk concepts

    Drawdown arithmetic, sequence risk, and position-sizing frameworks as concepts — not as personal recommendations.

  • 11

    Psychology and journaling

    Process documentation, reviewing your own historical decisions, and separating outcome from decision quality.

  • 12

    Independent practice

    Assembling your own research process and defending it. You leave with a method, not a signal feed.

What this is, and is not

This is a structured educational program. It is not personalized investment or futures advice, account management, or a signal service. Instruction is standardized and does not account for any individual’s financial circumstances, account size, or positions. No outcome is promised: there is no guarantee of funding, profitability, income, or employment, and most people who attempt discretionary or systematic trading do not achieve consistent profits.