Oh how about trading credit default swaps in the wrong direction because two systems used different conventions for what long and short mean?
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Software bug which caused one of our strategies to see its AUM reduced to 0 so it immediately started trading out of all positions. Eventually caught by a turnover limit in the risk layer.https://twitter.com/ellegist/status/1358141733230567424 …
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This one is not me, but a rounding error which caused a strategy to adjusted its futures hedge up/down by 1 contract every second, again caught by a turnover limit in the risk layer.
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