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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the best errors are the ones that happen a few decipennies at a time a few billion times
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haha yep I'm extremely fearful of the environment your code dwells in. My code that lives in a continuous run state gives me the chills and those are just personal projects.
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"Well the good news is that we're hedging. Unfortunately it seems we're hedging *too* much" Not too many good options haha
Thanks. Twitter will use this to make your timeline better. UndoUndo
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