Imagine you're writing trading software, you have an algo go haywire and it machine guns the whole order book, and then you refuse to put a "max order size" outside of the algo to stop it from happening again because you can't figure out why it happened in the first place.
Try telling a regulator or your boss that was your reasoning.
Imagine you're writing trading software, you have an algo go haywire and it machine guns the whole order book, and then you refuse to put a "max order size" outside of the algo to stop it from happening again because you can't figure out why it happened in the first place.
Try telling a regulator or your boss that was your reasoning.