Trading Glass Blog

Trading insights, order flow analysis guides, and market microstructure research from the Trading Glass team.

Series · 5 parts

The Mathematics of Diversification

Part 1game theorydiversificationmathematics

The Mathematics of Diversification

Variance, the Kelly Criterion, geometric growth, and why diversification is neither a virtue nor a vice — it's a calculation.

April 4, 2026

11 min read

Part 2asset classesdataportfolio

Four Assets, Four Personalities

Tech stocks, the S&P 500, Bitcoin, and real estate — examined through the lens of variance, geometric growth, and the frameworks from Part I.

April 5, 2026

13 min read

Part 3valuationmargin of safetybacktests

Buying Below Fair Value

Margin of safety, mean reversion, and valuation timing — what 100+ years of data say about entering each asset class when it's cheap.

April 6, 2026

15 min read

Part 4time horizonsequence riskselling

Time: The Fourth Variable

Time horizon, sequence-of-returns risk, and when a rational investor should actually take money off the table.

April 7, 2026

14 min read

Part 5portfolio constructionsynthesisapplication

Putting It All Together

Every framework from Parts I–IV applied to three concrete investor profiles. The synthesis the series has been building toward.

April 8, 2026

16 min read

tradingbeginneroverview

Trading 101: Beginner's Guide

Every concept, tool, and skill you need to trade — mapped before you take a single position.

April 12, 2026

16 min read

Learn More About Order Flow

Explore structured learning paths in the Trading Academy or look up key concepts in the Order Flow Glossary.