Institutional Trading in CFDs

Program Overview

Institutional Trading in CFDs

This program is designed for experienced traders seeking to master institutional trading in derivatives and CFDs. The course provides an in-depth understanding of advanced market structures, regulatory frameworks, and trading strategies used by top-tier hedge funds, investment banks, and proprietary trading firms. Participants will gain hands-on experience with real-time market execution, risk management, and quantitative models, equipping them with the expertise required to excel in institutional trading environments.

€2,999 €7,000

What You Will Learn

● In-depth understanding of the derivatives and CFD markets, including key instruments like options, futures, and swaps.

● Advanced trading strategies tailored for high-leverage markets, helping to maximize return while mitigating risk.

● Technical analysis techniques and fundamental analysis to identify profitable opportunities across diverse asset classes.

● Effective risk management strategies to navigate volatility and enhance portfolio stability.

Benefits

● Access to institutional-level trading strategies used by top-tier hedge funds and trading desks. 

● Mastery of complex trading techniques and the ability to manage highly leveraged
positions in a volatile market.

● Development of a deep understanding of global financial markets and how
institutional traders operate in real-world environments

Other Benefits

  • Annual Bloomberg Subscription: Gain access to Bloomberg’s industry-leading financial insights, real-time news, market analysis, and expert opinions.

  • Exclusive Investor Community Access: Join a private network of professional traders and investors to share insights, strategies, and market opportunities.

Our journey to empowering traders

Week 1: Institutional Foundations & Derivatives

● Global Financial Market Structure
Deep dive into institutional participants, liquidity formation, and market dynamics.

●Advanced Derivative Instruments
CFDs, Futures, Options, Swaps, and Structured Products.

● Institutional Leverage and Risk Management
Practical application of Value at Risk (VaR) and stress testing.

● Global Regulatory Frameworks
UK (FCA), US (SEC & CFTC), Australia (ASIC), Germany (BaFin), and Basel III implications.

Week 2: Institutional Analysis & Bloomberg Terminal

● Professional Use of Bloomberg Terminal
Identifying high-probability trading opportunities and institutional positioning.

● Forensic Financial Statement Analysis
Detecting inefficiencies and mispriced assets.

● Macroeconomic Drivers of Liquidity
Central bank policy, yield curve structure, and inflation dynamics.

Week 3: Monetary Policy & Event-Driven Trading

● Institutional Strategies for Central Bank Decisions
Tactical execution around FOMC, ECB, and BOJ rate announcements.

●Real-Time Event-Driven Trading
Integrating macro news and Bloomberg insights into execution models.

● Order Flow and Market Microstructure
Identifying liquidity zones, institutional footprints, and order types.

Week 4: Quantitative Models & Relative Value Strategies

● Relative Value and Spread Strategies
Statistical arbitrage, pair trading, and mean-reversion models.

● Advanced Quantitative Models
Factor models, volatility forecasting, and intro to machine learning.

● Hedge Fund & Prop Trading Desk Strategies
Smart money positioning and use of COT reports.

Week 5: Advanced Risk & Algorithmic Execution

● Advanced Risk Modeling
Conditional VaR, expected shortfall, and Black Swan risk preparation.

● Dynamic Hedging & Cross-Asset Trading
Gamma scalping, portfolio overlays, and intermarket correlations.

● Algorithmic Execution & High-Frequency Trading (HFT)
Execution algorithms, latency strategies, and market microstructure dynamics.

Week 6: Live Trading, Evaluation

● Live Institutional Trading Sessions
Executing trades with real capital under strict risk management.

● Simulated Institutional Order Book
Understanding dark pools, iceberg orders, and VWAP/TWAP execution.

● Performance Attribution & Optimization
Measuring alpha, Sharpe ratio improvement, and drawdown control.

● Final Evaluation
Institutional-grade assessment and pathways to hedge funds and investment banks.