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Things like the Flash Crash[1] are what occur. Te scary thing in my mind is that error states are the hardest to test for and tend to be multiplicative in cascading severity. The HFT world is hiring a lot of really smart people. We have no choice but to trust that enough of that brain power is going towards addressing those error states.

1. https://en.wikipedia.org/wiki/2010_Flash_Crash




What harm was done by the flash crash, really?




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