1-to-1 Structured Mentorship Curriculum
Position yourself on the efficient frontier. Explore the 14 core syllabus modules covered inside our private mentorship programs, built for sustainable trader development.
Foundations of Financial Markets
Pathway 01 — 4 Sessions (8 Hours)
A comprehensive introduction designed to establish disciplined analysis habits, proper platform operation, and structural market terminology.
Evolution of Money
Tracing the development of currency, central banking, and the historical mechanics of exchange value.
Risk-Return Relation
Understanding statistical expectation, downside variance, and why capital preservation precedes raw return.
Accounting Basics (A = L + E)
Deconstructing corporate balance sheets, assets, liabilities, and equity structures for macro context.
How Stock Markets Work
Exchange architecture, clearing houses, matching engines, and order listing lifecycles.
Tools & Analysis Basics
Working with trading terminals, layout configurations, data feeds, and fundamental charting tools.
"ABCDE" Setup
Sortino Quants' proprietary five-point checklist for identifying structural setups and invalidations.
Market Microstructure & Dynamics
Pathway 02 — 5 Sessions (10 Hours)
Bridging the gap between basic retail charting and professional order routing, liquidity mapping, and volatility profiles.
Order Types & Mechanics
Limit orders, market orders, stop limits, iceberg structures, and order book matching plumbing.
Asset Classes & Instruments
Deep dive into index futures, commodities, spot currencies, and sovereign debt markets.
Hedging & Arbitrage
How institutions offset portfolio delta and exploit cross-exchange basis pricing.
Derivatives (Futures & Options)
Leverage dynamics, forward contract pricing, premium decay, and option volatility parameters.
Volume Profile / Market Profile
Auction Market Theory, Value Area High/Low, Point of Control (POC), and single print distributions.
Institutional Flow & Risk Allocation
Pathway 03 — 3 Sessions (6 Hours)
Elite execution modeled after proprietary trading desks, specializing in execution plumbing, absorption, and prop passing.
VWAP & Imbalance Rhythms
Standard deviation bands, volume-weighted average price targeting, and tracking structural trend days.
Order Flow Mastery
Reading the tape, cumulative volume delta (CVD) divergence, and tracking large block absorption.
Position Sizing & Risk Management
Kelly Criterion modeling, Monte Carlo downside metrics, and preparing for institutional prop audits.