Trading Resources for Serious Traders
Welcome to ITI’s Resources section. This section includes ITI news and resources designed for traders seeking advanced educational content and real-world trading applications.
ITI Faculty Roundup: Autumn 2026 Trading Insights
ITI faculty insights show how traders can test the mechanism, evidence, and risk behind market stories before turning them into trade ideas.
October 5, 2026
How to Review a Losing Trade
Learn how to review a losing trade using a structured process before rushing to change your strategy.
September 13, 2026
How to Evaluate a Prop Firm Before You Pay For a Challenge
Learn how to evaluate a prop firm by checking its legal entity, drawdown, payout rules, total costs and fit with your documented trading strategy
August 24, 2026
USD/JPY at 40-Year Extremes: Why a Strong View Is Not Yet a Trade
Learn how a structured trading framework can be used to separate a strong market view from a tradeable setup before taking risk.
August 7, 2026
Why Your Trading Timeframe Does Not Fit Your Strategy
Discover why mismatched timeframes create execution drift and how to choose a trading pace that fits your attention, risk tolerance, and review discipline.
July 22, 2026
AI Power Demand and Utility Equities: A Trading Framework for Reading the Infrastructure Theme
Learn how to analyse AI-driven electricity demand through utility equities by separating the market theme, business model exposure, regulation, technical structure and risk.
July 1, 2026
On-Demand
Sample Master’s Class: Market Observation to Trading Plan
Inside ITI’s Master’s in Trading: join us for a live sample class on how professional traders develop, test, and translate trading ideas into execution plans.
On Demand
From Central Banks to Bitcoin: The Macro Framework for FX and Crypto
Learn how FX and crypto are connected through central bank policy, real yields, the US dollar, and global liquidity — and how professionals use that…
After the Liquidity Sweep: Confirm Reversal, Continuation, or No Trade
Learn how to evaluate liquidity sweeps after they occur by distinguishing between reversal, continuation, and no-trade conditions using market structure, volume profile, and risk-based decision-making.
June 17, 2026