TRADING SCHOOL
Curriculum Structure

A disciplined framework for serious currency analysis.

Trading is not an intuitive pastime; it is an applied quantitative and structural craft. Our curriculum progresses sequentially from core macro foundations to institutional order flow mechanics.

24 Weeks
Full Sequence
4 Phases
Progressive Milestones
Program Outline

The Four-Phase Learning Progression

Each phase must be completed and demonstrated through practical log evaluations before advancing to subsequent stages.

01
4 Weeks
Phase I

Market Foundations

Build fluency in foreign exchange mechanics, central bank mandates, interest rate differentials, and global session liquidity.

Core Competency:
Macro fundamentals, currency pairings, order types, and terminal configuration.
02
6 Weeks
Phase II

Market Structure

Map price action through institutional swing logic, imbalance identification, and multi-timeframe structural mapping.

Core Competency:
Break of structure, premium/discount zones, liquidity sweeps, and fair value gaps.
03
6 Weeks
Phase III

Execution & Risk Control

Develop mathematical risk parameters, position sizing models, and systematic trade execution criteria.

Core Competency:
Fixed fractional risk models, risk-to-reward calibration, and trade journal rigor.
04
8 Weeks
Phase IV

Advanced Liquidity

Analyze bank order flow patterns, session profile distributions, and institutional positioning reports.

Core Competency:
COT report analysis, cross-market correlations, and real-time execution playbooks.
All courses include standardized journal templates, execution checklists, and risk calculator access.
Explore Trader Playbooks
Curriculum Division // 01

Curriculum architecture.

Structured educational modules built on market microstructure, risk management, and disciplined execution.

Catalogue StatusLoading Modules…

Strict Educational Integrity Standards

Marketsque does not act as a broker, adviser, or provider of personalized financial advice. All curriculum modules are strictly educational.

Regulatory Disclosures
Pedagogical Faculty

Faculty and market tenure.

Learn execution discipline directly from practitioners with verifiable institutional desk backgrounds.

Verified Desk Credentials
/
40+ Combined Years
Portrait of Marcus Vance
14 Years Desk Experience

Marcus Vance

Head of Macro & FX Order Flow

Former senior FX spot trader at London institutional desk. Specializes in liquidity node mapping and central bank rate cycle positioning.

Core FocusG10 Currencies & Interbank Flow
Desk HeritageBank of America / Proprietary Capital
Portrait of Elena Rostova
11 Years Quantitative Trading

Elena Rostova

Director of Systematic Execution

Ex-algorithmic risk lead managing London-New York session handoffs. Designs execution frameworks that protect capital through peak spread widenings.

Core FocusVolatility Modeling & Session Shifts
Desk HeritageBarclays Capital / Quantitative Asset Mgmt
Portrait of Julian Thorne
16 Years Multi-Asset Allocation

Julian Thorne

Lead Instructor, Risk Architecture

Former portfolio risk manager responsible for cross-asset hedging and tail-risk defense. Authors Marketsque's core risk management curriculum.

Core FocusPosition Sizing & Drawdown Control
Desk HeritageStandard Chartered / Global Macro Fund

Marketsque instructors teach structured methodologies and historical risk models. We do not provide signals, individual investment recommendations, or portfolio advisory services.

Institutional Inquiries

Curriculum and enrollment inquiries.

Clear answers regarding syllabus prerequisites, access rights, credential verification, and our strict non-advisory institutional charter.

Non-Advisory Mandate

All coursework, models, and market reviews are built strictly for research and academic study.

Verifiable Credentials

Complete all modules and submit your verified trade journal to unlock your digital certificate.

Require syllabus assistance?

Speak with admissions

Admissions office: Mon – Fri, 9am – 6pm EST
Ref: MQ-EDU-2025