What is covered, week by week, and which topics each lecture draws on.

Twelve lectures, one per teaching week, each with a matching deck and a teaching-team reference. related: connects each lecture to the session and assessment it feeds into.

Weeks 01–03

Foundations

Why limited capital and its costs bite harder than they look — how an order actually fills, why the displayed price isn't the executable one, and why holding period decides which costs and risks apply at all.

  1. W01Welcome to the MarketOpens the course on the small-account problem — why limited capital, drawdowns and forced exits matter more the smaller the account, with a basic tour of markets and asset classes as supporting orientation22 February 2027
  2. W02How a Stock Trade Actually HappensThe first source of execution friction — exchanges, brokers, account types and order types, and why the displayed price isn't the executable one1 March 2027
  3. W03There Is More Than One Way to TradeWhy holding period decides which risks and costs dominate — comparing investing, swing trading and day trading on that one axis8 March 2027

Weeks 04–05

Reading Markets

Chart structure exists here to set entries, invalidations and stop levels, not to predict direction. Paired with the risk toolkit every later week assumes: position sizing, drawdown asymmetry, and risk of ruin.

  1. W04Reading PriceCandlesticks, volume, trends, support/resistance and ranges — how chart structure sets entries, stops and invalidation, not predictions15 March 2027
  2. W05Risk Before StrategyRisk, drawdowns, stops, position sizing and expected value — taught before any trading style, on purpose22 March 2027

Weeks 06–07

Trading and Execution

Swing trading first, as a case study in multi-day exposure — gaps, event risk, capital tied up across days — then day trading, where liquidity and slippage turn execution friction into a real share of the outcome.

  1. W06Swing TradingSwing trading as a case study in multi-day exposure — overnight gaps, event risk and capital tied up across days — built on Weeks 4–529 March 2027
  2. W07Day TradingDay trading, liquidity, slippage and VWAP — where execution friction becomes a large share of expected return, not a rounding error5 April 2027

Weeks 08–11

Leverage and Derivatives

Margin and forced exits enter on an ordinary stock, then reappear built into futures, options and crypto — each instrument shortening, in its own way, the distance between an account and a liquidation.

  1. W08Short Selling, Margin and LeverageIntroduces leverage on ordinary stocks before the leveraged derivatives in Weeks 9–1012 April 2027
  2. W09FuturesA case study in embedded leverage and forced liquidation — futures margin is set by the exchange, not chosen, and usually far higher by default19 April 2027
  3. W10OptionsWhy small accounts misjudge bounded loss, total premium loss and non-linear payoffs — options built on Week 9's futures groundwork26 April 2027
  4. W11Cryptocurrency MarketsThe course's most extreme survival case — 24/7 markets, custody risk, and leverage far beyond what a stock broker offers3 May 2027

Week 12

Personal Rulebook

A synthesis week: every survival mechanism from the semester — sizing, leverage limits, instrument restrictions, and the conditions that stop trading altogether — converted into rules a small account would actually hold to.

  1. W12The Small-Account Survival RulebookThe synthesis lecture — turning every survival mechanism from the semester into rules a small account would actually hold to10 May 2027