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QTS Institute of Securities Market
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Curriculum Pipeline

Upcoming Programs

Seven specialized curriculum tracks currently in active instructional development. Batch schedules, faculty office hours, and enrollment windows will open upon desk schedule lock.

QISM advanced curriculum pipeline
1Global & Macro
Intermediate

International Markets & Global Macro

Track: International Market

Understand the structure and mechanics of US and developed equity markets, cross-asset macro relationships, ADR mechanisms, foreign exchange (FX) risk hedging, and multi-time-zone order execution.

Curriculum Highlights

  • ✓US Market Microstructure (NYSE, NASDAQ) & Extended Trading Hours
  • ✓Global Macro Indicators, Federal Reserve Policy & Yield Curve Dynamics
  • ✓Currency Risk, Cross-Border Hedging & American Depository Receipts (ADRs)
  • ✓Global Futures, Commodities & Multi-Exchange Position Sizing
Designed for: Traders and investors seeking structured international exposure and cross-border risk management.
Recommended background: Foundational understanding of equities and exchange orders.
Curriculum In Planning
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2Alternative Assets
Intermediate

Cryptocurrency & Digital Asset Mechanics

Track: Cryptocurrency

A disciplined, quantitative examination of digital asset market structures. Covers spot vs. perpetual swaps, funding rate mechanics, on-chain analytics, liquidity pool dynamics, and systemic risk frameworks without speculative hype.

Curriculum Highlights

  • ✓Digital Asset Infrastructure, Custody Models & Cold Storage Protocols
  • ✓Perpetual Futures, Basis Trading & Funding Rate Arbitrage
  • ✓On-Chain Data Analytics, Whale Wallets & Exchange Reserves
  • ✓Liquidity Pool Microstructure, Slippage & Automated Market Makers (AMMs)
  • ✓Regulatory Compliance & Derivatives Risk Management
Designed for: Analytical traders and investors seeking a mathematically grounded understanding of crypto markets.
Recommended background: Basic derivatives and probability concepts.
Curriculum In Planning
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3Professional Credentials
Professional

CFA® Program Curriculum Preparation

Track: CFA

Rigorous preparatory coursework mapped to the CFA Institute Candidate Body of Knowledge (CBOK). Focused on ethical standards, quantitative methods, financial reporting, asset valuation, and portfolio management. (Note: QISM provides educational prep; does not award CFA charter).

Curriculum Highlights

  • ✓Ethical and Professional Standards & Code of Conduct
  • ✓Quantitative Methods, Probability Distributions & Hypothesis Testing
  • ✓Financial Statement Analysis & Forensic Accounting Red Flags
  • ✓Equity Investments, Fixed Income Analysis & Structured Derivatives
  • ✓Alternative Investments & Modern Portfolio Management (MPM)
Designed for: Aspiring equity research analysts, portfolio managers, and investment professionals.
Recommended background: Undergraduate degree in finance, commerce, economics, or quantitative disciplines.
Curriculum In Planning
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4Equity & Valuation
Professional

Financial Modeling & Valuation Analyst (FMVA®) Prep

Track: FMVA

Practical, spreadsheet-based financial modeling for corporate finance and investment banking. Covers dynamic 3-statement linking, Discounted Cash Flow (DCF) modeling, sensitivity tables, comparable company analysis (Comps), and M&A valuation fundamentals.

Curriculum Highlights

  • ✓Dynamic 3-Statement Financial Modeling in Excel
  • ✓Discounted Cash Flow (DCF) Valuation & WACC Sensitivity Tables
  • ✓Comparable Company Analysis (Trading & Transaction Comps)
  • ✓Merger & Acquisition (M&A) Accretion / Dilution Modeling
  • ✓Executive Dashboard Presentation & Financial Charting
Designed for: Finance students, corporate finance analysts, FP&A professionals, and investment banking aspirants.
Recommended background: Proficiency with Excel and basic accounting principles.
Curriculum In Planning
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5Professional Credentials
Professional

Financial Risk Manager (FRM®) Prep

Track: FRM

Quantitative preparation for international risk management standards. Covers probability distributions, Value at Risk (VaR), Expected Shortfall, credit scoring models, operational risk frameworks, and treasury liquidity regulations under Basel accords. (Note: QISM provides educational prep; does not issue GARP credentials).

Curriculum Highlights

  • ✓Foundations of Risk Management & Basel Regulatory Accords
  • ✓Quantitative Analysis: VaR, Volatility Clustering & Monte Carlo Simulation
  • ✓Financial Markets, Fixed Income Derivatives & Structured Products
  • ✓Credit Risk: Default Probability, Structural Models & Counterparty Exposure
  • ✓Liquidity, Treasury Operations & Extreme Scenario Stress Testing
Designed for: Risk analysts, treasury managers, quant modelers, and banking professionals.
Recommended background: Comfort with calculus, probability, and fixed income concepts.
Curriculum In Planning
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6Equity & Valuation
Intermediate

Value Investing & Fundamental Analysis

Track: Value Investing

Classic and contemporary value investing principles for long-term capital compounding. Learn how to dissect annual reports, identify economic moats, compute intrinsic business value with a margin of safety, and assess corporate capital allocation.

Curriculum Highlights

  • ✓The Graham & Dodd Framework: Intrinsic Value vs. Market Price
  • ✓Forensic Balance Sheet Analysis & Cash Flow Quality Checks
  • ✓Identifying Economic Moats, Network Effects & Pricing Power
  • ✓Capital Allocation Decisions: Capex, Buybacks & ROIC vs. WACC
  • ✓Behavioral Biases, Patience & Long-Term Portfolio Allocation
Designed for: Long-term retail investors, family office analysts, and equity researchers.
Recommended background: Basic ability to read a corporate income statement and balance sheet.
Curriculum In Planning
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7FinTech & Quantitative
Advanced

AI & Machine Learning for Finance

Track: AI for Finance

Bridging artificial intelligence with capital markets. Learn Python-based financial data engineering, machine learning classification for regime detection, natural language processing (NLP) on earnings call transcripts and filings, and automated risk workflows.

Curriculum Highlights

  • ✓Python Financial Data Pipelines (Pandas, NumPy & Market APIs)
  • ✓Machine Learning for Regime Classification & Factor Modeling
  • ✓NLP on Earnings Call Transcripts, News Sentiment & Regulatory Filings
  • ✓Automating Risk Guardrails, Position Alerts & Analytics Workflows
  • ✓Backtesting Rigor: Lookahead Bias, Slippage & Out-of-Sample Validation
Designed for: Quantitative developers, algorithmic researchers, data scientists, and technical finance practitioners.
Recommended background: Basic Python programming and intermediate statistics.
Curriculum In Planning
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Institutional Batch Scheduling

Get Notified When Cohort Windows Open

In alignment with our desk-first discipline, we do not lock batch dates or accept course fees until faculty trading commitments and lab hours are verified. Connect with our student desk to receive priority syllabus notifications.

Register for Cohort AlertsView Current Live ProgramsUpcoming Option Buying Webinar

Education only. No tips, calls, advisory, or guaranteed returns. QISM delivers independent instruction.

From the reading

Stock markets, derivatives, and how funds are managed.

Stock markets

“The investor's chief problem — and even his worst enemy — is likely to be himself.”
Benjamin GrahamThe Intelligent Investor

Derivatives

“Uncertainty benefits an option.”
Nassim Nicholas TalebOn optionality, 2011

Fund management

“Know what you own, and know why you own it.”
Peter LynchOne Up on Wall Street

Quoted for study. Not a tip, a call, or a promise from QISM.

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