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Oh how about trading credit default swaps in the wrong direction because two systems used different conventions for what long and short mean?
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.
lmao that one I can for sure see how it happens. Tough break.
I would strongly encourage everyone to build tight turnover and leverage limits into their strategies, at multiple independent levels 
Risk management is king
Senior dev coded (probably the smartest guy I ever worked with) in the wrong dpp multiplier for an equity index that traded overnight (us time) on a test strategy. Fortunately ended up just making way more money than we thought we should.
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