Learn Directly From SCEA Traders
Your mentors are active SCEA traders executing these strategies daily. They bring real-time market experience and institutional knowledge.
James R. – Portfolio Hedging Desk
7 years at SCEA. Specializes in tail‑risk overlays and volatility arbitrage. Former prop trader at Goldman Sachs.
Elena V. – Arbitrage & Relative Value
5 years with SCEA. Developed our ETF arbitrage models. PhD in Financial Mathematics.
Michael T. – Systematic Momentum
Lead quantitative strategist. Manages multi‑factor equity and futures portfolios.
Full mentor biographies available upon acceptance. All mentors are currently active in SCEA’s trading operations.
SCEA's Proprietary Modules
Our curriculum breaks down SCEA's multi-strategy framework into actionable learning modules.
Portfolio Protection
- Long-dated index put options (SPX, NDX)
- VIX futures and options strategies
- Sector rotation with inverse ETFs
- Pairs trading methodology
- Tail risk protection techniques
Relative Value Arbitrage
- Volatility arbitrage (implied vs realized)
- Fixed income credit spreads
- ETF arbitrage mechanisms
- Statistical arbitrage models
- Merger arbitrage strategies
Systematic Momentum
- Multi-factor momentum models
- Cross-asset momentum strategies
- Risk-adjusted position sizing
- Machine learning for signals
- High-frequency data processing
Institutional Execution
- Proprietary trading frameworks
- Low-latency execution systems
- Institutional order management
- Risk monitoring protocols
- Performance analytics
Total program: 12 weeks (Group) or 8–10 weeks (Individual, self‑paced). Live weekly sessions with mentors, recorded materials, and direct feedback on your trades.