apparently there was a test component that took every order the model generated and copied the message 5 or 10 times - supposedly to stress test the system. Som

apparently there was a test component that took every order the model generated and copied the message 5 or 10 times - supposedly to stress test the system. Somehow this component was in production. Real orders were going out to the market and executions flowed back to an error account that was not being monitored. I imagine if you were monitoring the PnL you would have seen massive profits in the first few moments that the system went haywire - only to realize that you were simply just driving up the prices of your own positions...