|
|
|
|
|
|
by mmsmatt
3800 days ago
|
|
|
Pick up "Capital Markets for Quantitative Professionals" - a great resource - and get a taste of this as early as the preface! The author writes about a bug he introduced in a program making markets in treasuries. It cost his firm $30k every trade, and the errant trades piled up as other participants recognized his mistake. |
|
|