Resources
Loading…
Resources
Guides, e-guides, one-sheets, and curated links across forex, stocks, prop capital, brokers, and automation — paired with the structured Academy curriculum.
67 resources · 8 categories
Markets
How major venues clear risk, when liquidity concentrates, and what each instrument family demands of an operator — forex, futures, equities, and indices/commodities.
Stocks
Deep stock coverage for multi-asset desks: sessions and auctions, earnings risk, sectors and beta, indices vs. single names, and how equity risk differs from FX prop work. Everyday operators (tiers 1–2 framing) can read for context even when the book stays FX-first.
Capital
Prop firms rent buying power under rules. Scaling funded seats and personal capital is an operations problem — discipline, documentation, and honest capacity — not a hype cycle.
Brokers
Infrastructure decides whether your process survives contact with the market. Regulation clarity, all-in costs, execution under stress, and platform fit for EAs — without rebate hype.
Science
Markets are old; the math of risk is precise; human bias is stubborn. Intricate educational tone — edge concepts without promising profits.
Process
Process is the product between sessions. Journals, weekly reviews, and everyday rituals for operators who want consistency without lottery language. Early tiers (1–2 framing) live here.
Automation
EAs execute rules at machine speed — they do not remove responsibility. Aligns with the Jireh model: buy the EA by tier; optionally manage at 25% of net monthly profit per account; or self-run with no profit share.
Downloads
Printable-style summaries and operator checklists. Read them on-page now; PDF downloads are labeled when still in production.
The FX market is continuous in theory and clustered in practice. Tokyo, London, and New York overlap windows drive spreads, stop density, and news impulse. Learn how session structure shapes entry quality and why overnight thin books punish oversized risk.
Read resource →
Majors offer deeper books and tighter costs; crosses inherit two interest-rate stories; exotics can move violently on local policy. This map helps you choose instruments that match your desk’s risk budget and EA profile — not every pair belongs on every seat.
Read resource →
Futures are standardized obligations with exchange-set tick values and maintenance margin. Understanding notional vs. margin, contract months, and roll risk is the difference between governed size and accidental leverage. Built for operators moving from FX into listed products.
Read resource →
Index futures package market beta into a single instrument; commodities add inventory, seasonality, and curve shape. Both punish operators who size like spot FX. A practical briefing on sessions, reports, and why correlation clusters in stress.
Read resource →
Exchange-published education on contract specifications, margins, and market structure. Start here when you need primary-source definitions rather than social-media shortcuts.
Open resource →
A clear primer on how the foreign-exchange market is organized, who participates, and how quotes work. Useful orientation before you evaluate sessions, spreads, and EA parameters.
Open resource →
Scheduled macro prints reshape spreads and stop density in minutes. A practical briefing on when to flatten, filter, or let a rules-built EA absorb the window — without treating every print as a trade idea.
Read resource →
Market, limit, stop, and stop-limit — plus why “I got filled wrong” often traces to order choice under thin books. Pair with prop rules that restrict certain order behaviors.
Read resource →
Structured Forex-first lessons on structure, sessions, and noise vs. impulse. Video placeholders with a clear curriculum path.
Read resource →
Majors, crosses, exotics, spreads, and correlation across seats — the Academy companion to this markets library.
Read resource →
Equities trade in corporate-news time, not just macro sessions. Earnings, float, and auction mechanics create different risk shapes than FX. Use this overview to understand when stock exposure belongs beside prop FX/futures work — and when it distracts the book.
Read resource →
Pre-market, opening auction, regular session, and close — how price discovery differs from continuous FX. Built for operators who size equities with the same discipline they use on majors.
Read resource →
Single-name gaps around earnings can dwarf a quiet FX week. How to treat binary corporate events, options-implied moves, and why overnight equity risk is not “just another position.”
Read resource →
Five tech names can be one factor bet. Map sector and market beta before you call a stock book diversified — especially beside index futures.
Read resource →
When broad beta belongs in the book and when single names add uncompensated idiosyncratic risk. Complements the indices & commodities e-guide.
Read resource →
Thin float and hard-to-borrow names punish size. A sober look at liquidity, short availability, and why “small cap momentum” is often an operations problem.
Read resource →
Keep pots separate: prop FX rules do not govern your brokerage stock account — and shared stress still correlates. Practical budgeting for multi-asset operators.
Read resource →
Primary-source investor education from the U.S. Securities and Exchange Commission. Use for definitions and fraud awareness — not trade tips.
Open resource →
Plain-language explanations of stocks, funds, and market basics from the SEC’s investor site. Orientation before you size equity risk.
Open resource →
Most seats fail on rule friction, not on a single bad tick. This guide frames evaluations, daily loss, trailing drawdown, and news windows as a governed workflow — then how a proven process graduates toward live personal accounts.
Read resource →
Adding seats multiplies both edge and operational error. Cover correlation across accounts, shared news risk, payout cadence, and when “more capital” is actually more of the same unforced mistake. Written for multi-account operators.
Read resource →
Leverage feels like opportunity until a ruleset or a personal drawdown limit ends the run. This piece separates notional exposure from usable risk, and why increasing size should follow measured consistency — not emotion after a green week.
Read resource →
Treat the desk like a small firm: cost of capital, continuity, documentation, and reputation with prop partners. Tasteful framing for serious operators — no lottery-ticket language, just stewardship of process and tools.
Read resource →
How Jireh structures EA purchase, optional per-account management, and the path from prop seats into live personal capital. Product clarity for operators evaluating the desk.
Read resource →
Regulator-published warnings on fraud patterns, unregistered solicitations, and common red flags. Essential reading before wiring capital or trusting performance claims online.
Open resource →
Daily loss, trailing drawdown, news, consistency, and payout friction — documented as an operator systems problem. Companion to the Academy live-vs-prop module.
Read resource →
Conditional firm capital versus your own dollars — different rules, different failure modes, same need for process. When graduation makes sense (and when it is ego).
Read resource →
Structured lessons with prop-rules emphasis and video placeholders. Cross-link from the capital library into the Academy path.
Read resource →
Educational lessons plus an interactive pathfinder for payout ops, record-keeping, and sole/LLC/corp curiosity. Not tax advice — U.S.-general orientation only.
Read resource →
Entity clarity, costs on your pairs, execution behavior, platform/VPS fit, and support under stress. A printable-minded guide for personal live accounts — prop venues are often firm-chosen.
Read resource →
Slippage, requotes, and news-hour fills — how to evaluate venue behavior without turning spreadsheets into superstition.
Read resource →
Why demo equity curves lie about costs and liquidity. Use demos for process rehearsal — not as proof of expectancy.
Read resource →
Naming varies by broker. Focus on all-in cost, swap policy, and whether the account type matches your EA and holding horizon — not marketing labels.
Open one-sheet →
What to look for: regulation posture, costs, execution, and prop-vs-live realities — lesson cards with video placeholders.
Read resource →
National Futures Association education and fraud awareness for futures and forex intermediaries. Primary-source orientation for U.S.-relevant questions.
Open resource →
From early exchanges and pit culture to electronic matching, the story of markets is a story of trust, clearing, and speed. Context that helps modern operators see why rules, audits, and settlement still matter on a screen.
Read resource →
Edge is not a feeling — it is a distribution. Walk through expectancy, variance, position sizing, and why high win-rate systems can still fail. Includes intuition for risk of ruin without turning the page into a textbook.
Read resource →
Loss aversion, overconfidence, and revenge trading are well-documented. This guide translates behavioral findings into desk practices: pre-commit rules, cool-down periods, and why automation still needs human governance.
Read resource →
A non-hype orientation to volume–price ideas and VWAP as institutional reference — how auction theory frames participation. Complements proprietary strategy work without revealing proprietary rulesets.
Read resource →
Quiet brand context: provision, diligence, and humility about outcomes. Not a sermon — a reminder that governance and honesty outrank hype when capital is at stake.
Read resource →
A reputable explainer of how consecutive losses and position size interact. Pair with our risk-math e-guide when you want an external definition of the term.
Open resource →
A green week is not a distribution. How many trades (and which regimes) you need before you claim edge — without turning the desk into a statistics seminar.
Read resource →
Loss aversion, revenge trading, overconfidence, and journaling — structured lessons linked to this science library.
Read resource →
Rulesets, pre-session rituals, and size that follows sample — the operations side of psychology.
Read resource →
Short templates that capture state, rule adherence, and lessons — not a novel. Designed to pair with Academy psychology lessons.
Read resource →
Score process, correlation, and rule breaks. Separate luck from skill without self-mythology.
Read resource →
One ruleset, a small pair universe, written daily loss, and a calm checklist — foundational posture before capital scale conversations.
Read resource →
How to treat the calendar as risk infrastructure — flatten, filter, or proceed with a pre-written policy — not as a stream of “ideas.”
Open one-sheet →
What you do at −1R, −2R, and daily max — written before the red day arrives. Printable-minded fields for personal and prop seats.
Open one-sheet →
Seven Forex-first modules with lesson cards and video placeholders. Start structured learning here, then return to deep guides.
Read resource →
Signals, order types, magic numbers, and the bridge between strategy logic and broker/platform APIs. What an EA can and cannot do when spreads widen, connectivity drops, or a prop rule blocks a trade.
Read resource →
Retail laptops sleep; markets do not. Why serious automation runs on a VPS or managed host, what latency and restarts do to open risk, and how infrastructure fits into optional management fees.
Read resource →
Lot size, daily loss caps, news filters, and max open exposure are not cosmetic. Map common EA parameters to prop constraints so automation does not quietly violate the firm’s book.
Read resource →
Buy the EA by operator tier. Self-run: no recurring percentage of profit. Optional Jireh management: 25% of net monthly profit per managed account on profitable months only. Clarity before you choose a path.
Open one-sheet →
Firms change rules; brokers change conditions; markets regime-shift. Maintenance is not a failure of the product — it is the job. How desk continuity, adapt events, and version discipline keep seats operable.
Read resource →
Compare seat counts, markets, and license structure. Tier purchase unlocks EA and platform rights; managed performance share is separate and per account.
Read resource →
Full public fee schedule: performance share, optional retainer, adapt events, and what optional management funds — VPS, strategy work, support, and continuity.
Read resource →
Spread assumptions, overfitting, and regime blindness — how to read a curve like an operator, not a marketer.
Read resource →
When several EAs share a terminal, identification and risk isolation matter. Operational hygiene for crowded charts.
Open one-sheet →
Drawdown, expectancy, trailing max, magic number, roll, session overlap, and more — defined in plain operator language so briefs and EA notes stay consistent across the desk.
Open one-sheet →
A one-page ritual before the London or New York open: ruleset confirm, news window, open risk, EA heartbeats, and personal state. Use it until it becomes muscle memory.
Open one-sheet →
Template fields for daily loss, max drawdown, news, consistency, and payout rules — so every new seat starts documented, not guessed from memory.
Open one-sheet →
Single-page clarity on EA purchase vs. optional 25% per-account management vs. self-run. Share with partners who need the model without a long sales call.
Open one-sheet →
A short printable reminder: educational posture, no guarantees, prop compliance is yours. Downloadable PDF in production — open the on-page version meanwhile.
Coming soon download →
A visual walkthrough of major FX session overlaps and typical volatility posture. Designed for operators who think in pictures before parameters.
Read resource →
Fields to log which seats fire the same risk story — majors, crosses, and index beta — before you add “just one more.”
Open one-sheet →
Module order at a glance: charts → pairs → psychology → discipline → live vs prop → brokers. Share with partners who want the curriculum map.
Open one-sheet →