[SystemSafety] How to loose $460M with some dead code

From: Derek M Jones < >
Date: Fri, 01 Nov 2013 20:17:24 +0000


All,

I suspect that most members of this list have not been following the tail of Knight Capitalís rather odd way of loosing $460m via algorithmic trading.

It turns out to have been caused by some unused/dead code coming back to life (the technical stuff starts around para 13): http://www.sec.gov/litigation/admin/2013/34-70694.pdf

-- 
Derek M. Jones                  tel: +44 (0) 1252 520 667
Knowledge Software Ltd          blog:shape-of-code.coding-guidelines.com
Software analysis               http://www.knosof.co.uk
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Received on Fri Nov 01 2013 - 21:19:20 CET

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