Advanced trading is not a longer list of patterns. It is the study of your own results: what your expectancy actually is, how deep your drawdowns run, whether your strategies are correlated, and whether a losing period is normal or a sign that the method has decayed. This course assumes you already trade and have a record to examine.
We use your journal as the primary text. The teaching supplies the frameworks, but the conclusions come from your data. That makes the programme uncomfortable at times and considerably more useful than another strategy catalogue.
- Level: Advanced
- Format: Live online, with recordings for revision
- Best for: Experienced traders with a live or paper record who want to improve consistency and manage risk at the portfolio level.
Who this course is for
It suits traders with at least a year of recorded activity, people running more than one method, and traders preparing to increase capital or trade for a living. It also suits people who have hit a performance plateau they cannot explain.
It is probably not the right fit if you are still learning the basics or do not keep any records. Without a journal there is nothing to analyse, and the course would become theory.
What you will be able to do afterwards
The syllabus is written as capabilities rather than topics. By the end of the programme, a learner who has done the work should be able to:
- Measure your own expectancy, drawdown and risk-adjusted return from your records
- Diagnose whether a losing period is variance or decay
- Run more than one uncorrelated strategy without doubling your risk
- Build portfolio-level risk limits rather than per-trade limits alone
Course syllabus
The syllabus covers reading your trade record as data, expectancy and R-multiples, drawdown depth and duration, strategy decay, correlation, portfolio-level risk budgeting, options overlays and review discipline.
- Reading your own trade record as data
- Expectancy, R-multiples and distribution of outcomes
- Drawdown: depth, duration and recovery
- Strategy decay and when to retire a method
- Correlation between strategies and between positions
- Portfolio-level risk budgeting
- Options overlays on a directional book
- Review cadence, documentation and process discipline
Variance or decay?
Every method has losing streaks. The difficult question is whether a run of losses is within the normal distribution of outcomes or evidence that the edge has weakened. The answer depends on sample size, the method’s historical win rate and the market conditions the method depends on.
We calculate the range of outcomes a method can produce by chance and compare it with what you have experienced. This does not give certainty, but it prevents the two common errors: abandoning a good method during a normal drawdown, and persisting with a broken method because the last good month is still memorable.
Portfolio risk, not just trade risk
Five positions that all lose money in the same market condition are not five independent risks. Correlation matters, especially in a sell-off when many liquid stocks move together. Portfolio-level risk budgeting asks how much the whole book can lose in a bad scenario, not just how much each trade risks.
You will map your current or intended positions by driver, sector and correlation, then set limits that apply to the book as a whole. For traders using options overlays, we also examine how a hedge changes the portfolio’s behaviour rather than assuming it reduces risk everywhere.
How the course is taught
The course runs as a small-group workshop with prepared exercises and review of anonymised participant records. You will present one period of your own trading and receive structured feedback on process, risk and decision quality.
Recordings are provided, but the value is in the live review. Participants are expected to prepare their data before the first session.
- Live sessions on a shared screen, using current NSE and BSE charts rather than static screenshots.
- Time for questions in every session, with doubts answered in plain language.
- Session recordings and revision notes, so a missed evening does not break the sequence.
- Exercises that ask you to mark a chart, size a position or explain a decision before you risk money on it.
Duration, fees and batch timings
We do not publish a fixed fee or a fixed calendar because both depend on the course and the batch you join. Contact us on WhatsApp for the latest course fees, available batches and complete course details.
When you enquire, ask for the session length, the number of sessions, the batch days and what happens if you miss a class. A provider should be able to answer all four before you pay.
Course completion and certificate
Learners who complete the programme receive a course completion record from Share Market Training. It confirms the training you attended and the topics covered. It is not a SEBI registration, a licence to advise others, or a guarantee of trading results, and it should never be presented as any of those things.
Completion means you attended the sessions and did the exercises. It does not mean you have passed a test of profitability, because no course can certify that.
What this course does not do
It does not give stock tips, model portfolios, buy or sell recommendations, or a signal service. It does not promise a return, a monthly income or a fixed number of profitable trades. It does not replace your own judgement or remove market risk.
Trading and investing involve risk, including the loss of the capital you commit. Position sizing and stop placement are taught precisely because outcomes cannot be guaranteed.
A sensible next step
Send us a summary of your trading history and the method you use before enrolling. If the record is too short, we will suggest the trading course instead and a date to revisit this one.