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Built on over 25 years of institutional trading and asset management experience, this programme is structured around the top-down approach employed across hedge funds and buy-side firms. Starting with the macroeconomic backdrop and market fundamentals, it works through risk appetite, sector rotation, market structure and positioning to establish a clear view of the current environment. From there, the focus shifts to selecting the appropriate trading approach for the conditions, structuring trades with built-in risk management, and managing positions through to execution and profit capture. Throughout the process, strong emphasis is placed on maintaining the psychological composure required to operate with consistency and discipline across all market conditions.
By the end of the programme, participants consolidate fragmented knowledge into a clear, structured framework grounded in professional practice and refined into an approach aligned with their temperament and psychological profile.
The result is a structured approach to trading that aligns not only with professional practice, but with each participant’s temperament and psychological profile allowing them to operate in a way that is both effective and sustainable over time.
The programme is delivered over five days in a comfortable, focused learning environment, with small cohort sizes of 8–10 participants allowing for in-depth personal attention.The structure combines lectures, written work and practical sessions to ensure the material is fully embedded, both mentally and through application. Throughout the programme, concepts are translated into a live market context, allowing participants to apply what they are learning in real time and build the routines and discipline they will carry forward.
Day 1 - Foundations: Framework, Structure & Market Drivers
The first day establishes the foundation for the week. Each participant outlines their current approach to markets, their objectives and where they are encountering difficulty, before the structure of the programme is set out and the top-down framework introduced. While the end result is a personal outcome, the primary focus is on the structure that applies to anyone operating in markets and the constants required by consistently profitable traders and investors. From there, the focus moves straight into the core principles of supply and demand, macro context and market fundamentals, establishing the foundation for everything that follows.
Participants complete Day 1 with a clear understanding of the market mechanics that underpin all consistent trading activity, filtered from years of institutional experience into a concise view of what deserves attention and what can be discarded. For some, elements will feel familiar. For others, it will reorganise and restructure existing knowledge, clarifying what actually matters. Technical analysis, whether from experience or pre-course preparation, is developed to the point where charts begin to tell a complete story, and key data can be read at a glance to assess both market risk and overall risk appetite. Day 2 builds on this at pace.
Day 2 - Cross-Asset Flows, Positioning & Market Structure
The second day moves into the core of how markets behave in practice. Building on the foundations from Day 1, participants work through how capital moves across asset classes, how positioning influences price, and how market structure reflects the balance of supply and demand. The pace increases significantly, with the focus on connecting multiple layers of information into a coherent view of the market environment.
Participants leave Day 2 with a significantly deeper understanding of how markets function beneath the surface, having worked through how capital moves across asset classes, how positioning influences price, and how market structure reflects the balance of supply and demand. What may have previously appeared as isolated moves begins to form part of a broader, connected system, where shifts in one market carry implications across others. The day is intentionally intensive, reinforcing the need to process multiple layers of information simultaneously and to identify what carries weight in the current environment. By the end of the day, participants are able to interpret market conditions with far greater context, recognising not just what is happening, but why it is happening and where pressure is likely to build next.
Day 3 - Sector Rotation, Strategy & Trade Application
The third day brings everything together. Having established the broader market environment, participants move into equities to analyse how capital is allocated across industry sectors, and how this either confirms or challenges the conclusions drawn from macro context, capital flows and positioning. Sector behaviour is used to assess overall market risk appetite, while also identifying areas of emerging strength and potential weakness. The focus then shifts from understanding to application, translating these observations into tradeable ideas through the selection of appropriate strategies.
By the end of the third day, participants have a clear understanding of how capital is distributed across industry sectors, and how this either confirms or challenges the broader market view developed earlier in the week. By identifying areas of strength and weakness, and assessing how these align with overall market risk appetite, sector behaviour becomes a key layer in validating or adjusting directional bias. This is then translated into actionable trade ideas, with appropriate strategies, timeframes and positioning beginning to take shape. From this point, trading decisions are no longer abstract, but grounded in a structured view of where capital is moving and how that movement can be expressed through well-defined opportunities.
Day 4 - Live Market Application, Trade Selection & Personal Alignment
The fourth day shifts fully into real-time application. Participants work through live market conditions at pace, applying the full framework across asset classes and sectors to form a current market view. The focus is on processing information quickly, identifying what carries weight, and assessing whether conditions are evolving or confirming prior analysis. From there, attention moves to trade selection, where opportunities are evaluated not just on merit, but on their alignment with individual temperament, risk tolerance and style. By this stage, the framework is no longer theoretical, but actively applied to live market conditions.
By the end of the fourth day, participants are able to work through live market conditions using the full framework, processing multiple layers of information at speed to form a clear and actionable view. Trade opportunities are assessed not only on their structure and potential, but on whether they align with the individual’s psychological profile, risk tolerance and preferred style of operation. This introduces a critical layer of selectivity, where recognising which trades to disregard becomes as important as identifying those to pursue. From this point, the focus shifts from identifying opportunities to selecting the right ones, ensuring that decisions are both structurally sound and personally executable.
Day 5 - Independent Application & Process Ownership
The final day shifts responsibility to the participants. Working in pairs, they apply the full framework to live market conditions, forming their own market views, identifying opportunities and justifying their decisions. The emphasis is on independent thinking, with each decision assessed not only on its structure, but on whether it aligns with the individual’s objectives, temperament and psychological profile. By this stage, the process is no longer followed, but owned and adapted to the individual.
By the end of the fifth day, participants are able to work through markets independently, applying the full framework to form structured views and identify relevant opportunities. Decisions are filtered not only through market context, but through alignment with individual objectives, temperament and psychological profile, ensuring that selected trades are both structurally sound and personally executable. Working in pairs provides a final layer of validation and challenge, reinforcing clarity of reasoning and consistency of approach. Participants leave with a defined process that is their own, built for how they operate, and reinforced through repeated execution, embedding it as second nature.
Programme Outcome
By the end of the programme, participants operate with a clear, structured approach to markets, built from a top-down framework used in professional trading environments. Fragmented knowledge is consolidated into a single, coherent process that allows market conditions to be interpreted with clarity and acted on with confidence. Decisions are no longer driven by noise or isolated inputs, but by a defined structure that highlights what carries weight and what does not. Crucially, this process is aligned with each individual’s objectives, temperament and psychological profile, ensuring that trading decisions are not only well-formed, but executable in practice. Through repeated application, this approach becomes embedded, allowing participants to operate with consistency, control and a clear sense of direction across all market conditions.
The programme is delivered in a small cohort, in-person format, designed to provide a focused and uninterrupted learning environment. Group sizes are limited to ensure each participant receives direct engagement throughout the week, with time allocated for individual input, discussion and application. The residency format allows the material to be worked through in sequence, without distraction, creating the conditions required to fully engage with the framework and embed it through repeated application. The setting is deliberately structured to balance intensity with comfort, ensuring participants remain focused, engaged and able to absorb a high volume of material across the five days.
If the structure outlined above aligns with your current stage of development, you may submit an enquiry to begin the application process. All applications are reviewed directly prior to residency confirmation. The next residency is as follows:
Date:
4th - 8th May 2026
Duration:
5 days
Location:
Athens | Grand Hyatt Hotel
Availability:
Open
Price:
$4,950
Deposit:
$1,650
Balance Due:
4th April 2026
What isn't included:
Travel, accommodation and personal expenses.
What is included:
Instruction, course materials and structured framework. Plus breakfast and lunch with a mid-morning and mid-afternoon snack and non-alcoholic refreshments throughout the day.