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Yep, also I'm guessing this is based off Black-Scholes so probably something to account for it dictating fractions in the hedging.
As far as I remember it was even ditzier, smth like a function that should have rounded toward zero actually rounded away from zero? Net exposure is 0.7 so sell 1 contract to bring your net to -0.3, but then system thinks you need to buy 1, which brings you back to 0.7 etc...
that's a really fun error! So I'm guessing that it was coded such that it was meant to reduce to zero (but nothing to prevent going below zero) but also had a mechanism telling it to resolve a 'negative' hedge by buying a contract.
obviously sub-optimal but really wouldn't the big risk just be losing fractional trading expenses over and over again (or if it's lightly traded accidentally painting the tape)? Worse errors to have if so
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