Asset Classes and Trading Products

Learn what equities represent, how they are issued, and why investors buy them.

Differentiate between initial stock offerings and ongoing stock trading in secondary markets.

Understand who trades equities and what roles they play in the market ecosystem.

Explore common order types like market, limit, and stop, and how trades get executed.

Analyze how liquid a stock is, what bid-ask spreads mean, and how trading volume matters.

Learn how major indices work and how companies are weighted in them.

Understand how companies manage capital through dividends, share buybacks, and stock splits.

Learn how traders bet against stocks and use borrowed capital to enhance returns.

Explore basic valuation methods like P/E ratios, DCF, and comparables.

See how equities contribute to growth, diversification, and portfolio construction.

Learn what commodities are, their categories, and why they are important financial assets.

Differentiate between spot prices and futures contracts in commodity markets.

Explore the most traded commodity contracts and where they are traded.

Learn how currency markets work and why they are the largest and most liquid in the world.

Understand the difference between spot and forward FX contracts and their use cases.

Learn how currency pairs are quoted and what terms like base and quote currency mean.

Explore how traders use interest rate differentials to profit from the FX market.

Understand what futures and forward contracts are, how they differ, and their role in financial markets.

Learn how futures contracts are standardized, traded on exchanges, and marked to market daily.

Explore how initial and maintenance margin work, how leverage is created, and settlement types.

Price futures contracts using the cost of carry, factoring in interest rates, dividends, and storage costs.

Analyze futures price curves and understand the meaning of contango and backwardation.

Use futures to hedge risk in equities, commodities, or interest rates through long and short strategies.

Discover how traders use futures for speculation and arbitrage across markets.

Understand how forward contracts differ from futures and offer bespoke solutions for hedgers.

Understand bonds and other fixed income instruments, their features, and use cases.

Learn how bond markets operate and who the major issuers and investors are.

Value bonds using present value, yield to maturity, and key pricing concepts.

Assess how interest rate changes impact bond prices using duration and yield curve analysis.

Learn about caps, floors, swaptions, and other interest rate derivatives, and how they are used to manage rate exposure.

Learn what Exchange-Traded Funds are, how they trade, and their role in passive investing.

Differentiate between index, sector, synthetic, and actively managed ETFs.

Understand how market makers and authorized participants keep ETF prices aligned with NAV.

Calculate NAV and understand its importance in ETF pricing and valuation.

Use ETFs to hedge sector, market, or currency exposure.

Explore factors like tracking error, liquidity, and supply-demand that impact ETF prices.

Identify arbitrage opportunities and exploit pricing discrepancies in ETFs.

Explore the basic types of options, their features, and why investors use them.

Understand what derivatives are, how they derive their value, and their key role in financial markets.

Visualize and evaluate profit/loss scenarios for common option strategies.

Use discrete-time models to understand how option prices evolve step-by-step.

Apply the Black-Scholes model to estimate prices and extract implied volatility from market data.

Examine the math and assumptions behind the Black-Scholes formula for option pricing.

Understand how dividend payments affect the value and pricing of options.

Analyze how option values respond to changes in market inputs using Delta, Gamma, Theta, Vega, and Rho.

Explore how to reduce portfolio risk using options through delta hedging and more.

Dive into higher-order Greeks like Vanna, Vomma, and Charm, and understand their importance in managing complex option positions.

Explore how implied volatility varies across strikes and maturities, and why real markets deviate from Black-Scholes assumptions.