Where exceptions are the rules
I am constantly amazed by how the trading industry, especially the options and futures space, makes it so difficult to write systems that automate trading.
One thing computers really stink at is dealing with exceptions. Yet, the entire world of trading seems to be based on exceptions. And huge amounts of programming effort are spent dealing with handling these exceptions and writing convoluted programs to handle all the goofy cases.
This is amazing because even as trading went from a purely human concern to one where the majority of trading is either fully automated or partially automated, the efforts to make it easier for developers to write the systems have either been stalled or are just not making fast enough progress.
