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How to lose $172,222 a second for 45 minutes

28 pointsby colinramsayabout 9 years ago

3 comments

ajbonkoskiabout 9 years ago
Page 4 summarizes all that really needs to be said here: <a href="http:&#x2F;&#x2F;www.sec.gov&#x2F;litigation&#x2F;admin&#x2F;2013&#x2F;34-70694.pdf" rel="nofollow">http:&#x2F;&#x2F;www.sec.gov&#x2F;litigation&#x2F;admin&#x2F;2013&#x2F;34-70694.pdf</a><p>Knight didn&#x27;t have a proper risk system. A correct risk system is a dead-man switch. There is just no way to place this many erroneous orders and get them filled. Capital Limits Exceeded: Full Shutdown. Risk System Crashes: Full shutdown. Heartbeat fails: Full shutdown.<p>Better to have a paranoid risk system than a rouge strategy.<p>The real flaw wasn&#x27;t legacy code, it was straight-up laziness. This really isn&#x27;t rocket-science.
brudgersabout 9 years ago
Date: 2013<p>Big discussion: <a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=6589508" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=6589508</a>
jjpabout 9 years ago
Summary of Knight Frank high speed trading mishaps.