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Trading academy
28 lessons across four levels, each ending in a question that tests whether you got the mechanism.
The lessons are open to everyone. Sign in to record completion, keep quiz scores and earn a rank.
What the instruments actually are, and how they can take your money without the price moving against you.
What Bitcoin actually is, and why its supply schedule matters more than its technology.
Blocks, confirmations, and why "on-chain" data is tradeable information.
Who actually holds your coins, and what each answer costs you.
Order books versus automated market makers, and where each one hurts you.
The simplest instrument, and the only one that cannot liquidate you.
Contracts that track a price without ever holding the asset.
Why leverage changes your survival odds far more than your returns.
How forced selling turns an ordinary move into a cascade.
Reading the tape: structure, indicators and the derivatives data that explains why price moved.
TA as a framework for defining risk, not for predicting price.
Zones, not lines — and why they flip when broken.
Higher highs and lower lows as an objective definition of trend.
What moving averages and RSI actually measure, and their failure modes.
Participation as the confirmation layer for every price move.
Reading crowd positioning from what traders are willing to pay.
The four combinations of open interest and price, and what each means.
How institutional flow leaves footprints, and how to read liquidity rather than lagging indicators.
The useful core of SMC, separated from its mythology.
Price does not seek value; it seeks the ability to transact.
The last opposing candle before an impulse, and why it matters.
Imbalances left by one-sided moves, and why they often fill.
Accumulation and distribution as a description of who holds supply.
Exchange flows, holder cohorts, and the limits of the data.
Basis, term structure and what the perp premium is telling you.
The market from the other side of the trade: making it, arbitraging it, and pricing optionality.
Earning the spread, and the inventory risk that is the real job.
Where crypto’s persistent spreads come from, and why they persist.
Buying convexity, and why most option buyers still lose.
How dealer hedging feeds back into spot price.
Reading aggression directly instead of inferring it from candles.
Systematic edges, and the overfitting that destroys most of them.