A no-fluff curriculum in futures, options, and cross-asset derivatives strategy. Built for traders who want to operate where size, structure, and optionality actually live — not where the signal groups fight for scraps.
Perp vs. dated. Margin mechanics. The funding trade, basis arbitrage, and how institutional desks actually carry exposure. Ends with a full playbook for taking directional and market-neutral positions.
The full stack. Pricing, greeks under the hood, IV surfaces, term structure, and the structures that actually pay — verticals, condors, calendars, ratios, and event-driven vol plays with real 2023–2025 post-mortems.
Both core courses plus an exclusive third module on cross-asset structure: hedging futures with options, delta-neutral vol harvesting, and how to run a small multi-leg book without blowing up.
For traders who need bespoke guidance — building a custom strategy, structuring a specific book, working through a real position. Not a course. One-to-one engagements scoped and quoted individually.
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Tick size, contract multipliers, settlement, expiry — the boring stuff that destroys undercapitalized traders.
Initial vs. maintenance, cross vs. isolated, liquidation math, and why “2x leverage” isn’t what you think.
The perp funding trade, cash-and-carry, calendar basis, and how to extract yield from structure itself.
Black-Scholes intuitively. Why it breaks. How real desks price tail risk in crypto vs. equities.
Delta, gamma, vega, theta — not just definitions but running a book where they sum to what you want.
Skew, smile, term structure, and how to read an IV surface the way a market maker does.
Verticals, diagonals, risk reversals. Express a view with defined risk and better R/R than spot.
Earnings-style event trades, pre-CPI positioning, halving and unlock vol — how to size them without ruin.
+ 16 more modules across the full curriculum · detailed syllabus delivered at enrollment