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Robinhood Traders Discovered a Glitch That Gave Them ‘Infinite Leverage’

583 points| galeos | 6 years ago |bloomberg.com | reply

324 comments

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[+] tempsy|6 years ago|reply
The person that posted the $1M position using $4K (https://www.reddit.com/r/wallstreetbets/comments/drqaro/robi...) hasn't said that Robinhood has shut him down yet, which is crazy to think.

Ultimately Robinhood screwed up, so I don't know if they really want to expose themselves any further by trying to go to court with any of these people. That would do more damage to their reputation/valuation than resolving these cases as quickly and amicably as possible.

I personally can't believe this is still unresolved, though. The original $50k Apple puts guy uploaded the video last week, and these copycats were still able to exploit the issue. As on right now, I don't think it's yet fixed. Why didn't Robinhood fix the bug over the weekend? Why aren't they treating this like a massive legal issue/regulatory violation? It's so strange.

[+] aristophenes|6 years ago|reply
Yes, that this bug has existed so long after it was used and publicized is scary. If it goes on too long, Robinhood becomes insolvent because they absorb the losses but pass the winnings on to their customers.

Which leads me to believe this has already happened and Robinhood is falling apart organizationally as they realize they don't have enough money to cash everyone out. Which in turn means they need to keep it quiet or else there will be a "run on the bank".

[+] mattnewton|6 years ago|reply
IANAL but I assume offering unlimited leverage to retail investors is also illegal or at least against SEC guidelines. Besides, if I was insuring RH right now I would be talking about increasing premiums.
[+] zelly|6 years ago|reply
I withdrew all cash from Robinhood and urged everyone to do the same. Funds are not safe. Brokerage accounts are insured by SIPC (similar to FDIC), but you don't want to wait N months to get reimbursed after whatever lengthy court battles are about to go down.
[+] tptacek|6 years ago|reply
I don't understand why this would be at all difficult for RH to go after. It's clearly fraud. The WallStreetBets top comments seem to have this pretty much dialed in: the best case is that RH unwinds the profits you make; the worst case is, well, much worse.
[+] ineedasername|6 years ago|reply
I don't know, they shouldn't sue them simply for taking advantage of the exploit, these users did knowingly take on leverage by borrowing money to do so. The standard practice when taking on leverage is that you owe the money one way or another. Saying that Robinhood wouldn't have want to give them that leverage, but did give it to them, doesn't really change the legal obligation to make good on a debt willingly and knowingly incurred.
[+] notus|6 years ago|reply
If someone commits securities fraud I don't think robinhood is the one who has to take them to court, isn't that handled by third parties that will involve themselves regardless of whether or not robinhood wants them to?
[+] jddj|6 years ago|reply
As ridiculous as all of this is, there's some poetry in a company called Robinhood taking angel investment from various billionaires and using it to give millions of dollars in (probably) free leverage to teenagers.
[+] vkou|6 years ago|reply
But the real recipients of the money are the traders (hedge funds, market makers, etc) on the other side of the transaction.

So, it's a cash flow of billionaires -> teenager margin account -> billionaires.

"He stole from the rich, and he gave... Well, he airdropped the money over a gated billionaire neighbourhood." doesn't make the most catchy song for a folk hero.

[+] perl4ever|6 years ago|reply
"...even if you can do this, it’s not ... it’s not like it’s free money or anything. You get more leverage than you ought to, but why would you want infinite leverage? "
[+] eigenvalue|6 years ago|reply
It will be interesting to see if Robinhood will go after (i.e., pursue claims in court) teenagers who get carried away and rack up $50k+ deficits from this. The article links to a Youtube video of a young person watching their account (which they used this bug to accumulate a $50k+ position in Apple puts right before they beat earnings recently) evaporate in front of their eyes, going deep into negative territory. Even though Robinhood has a good legal claim here, it would be very bad PR for people to start thinking that they can lose a lot more than they put into their accounts. Bad enough that you can lose all of that in the blink of an eye with margin trading, but it should be impossible to mortgage your whole future that way!
[+] superfrank|6 years ago|reply
I visit /r/wsb pretty frequently, so I would like to add two bits of information that might change your mind.

1) The user /u/ControlTheNarrative (CTN) made plenty of posts before losing the money where he made it very clear he knew exactly what he was doing. He had a post where he spelled out exactly how to gain the extra leverage and that his "personal risk tolerance" meant he could handle 25:1 leverage. Additionally, his response after the fact was something along the lines of "once I earn another $2000, I plan on doing this again". This kid didn't just click a wrong button and end up with the extra leverage, he was well aware of what he was doing.

2) Take this one with a major grain of salt, but based CTN's comments in the original posts and some comments by other users, it seems like this might not have been the first time CTN has used this exact trick to blow up an account. When the video was first posted, multiple commenters mentioned that he'd done it before and some of CTN's comments after the fact seem to hint at that. Again, take this with a huge grain of salt since I have nothing concrete to back that up.

The last time RH was in the news for some user losing way more money than they had (IR0NYMAN) I actually felt for the user a little bit and can understand why RH (supposedly) didn't go after the money after the fact. IR0NYMAN was creating box spreads, which can be a legitimate strategy, although they are very hard to find a situation where you can make money with them. That user stupidly didn't understand RH's rules around options exercise which is how he got screwed, but had he been able to hold all his contracts to exp (like European options allow) he actually would have been fine.

I can understand RH writing off IR0NYMAN's debt because it didn't seem like the user truly understood what he was doing, but this one feels different, IMO.

[+] tempsy|6 years ago|reply
I believe Robinhood is violating Finra rules around margin trading though. Do they really want to go to court and claim incompetence on their own part?

Trust is everything in fintech. Now that this story has moved from one obscure subreddit to Bloomberg I don't know how they start to reclaim it if they cannot calculate numbers correctly as a brokerage.

The consensus on /r/wallstreetbets is that Robinhood is a joke, which is pretty much the last thing you want to be thought of as a financial services provider.

[+] MuffinFlavored|6 years ago|reply
> it would be very bad PR for people to start thinking that they can lose a lot more than they put into their accounts

I don't know if it would be bad PR... The guy very deliberately leveraged himself because he thought he'd gain social approval from his peers at r/wallstreetbets

It's a great public service announcement for: just put your money into index funds and stop trying to gamble on stock earnings.

[+] toomuchtodo|6 years ago|reply
Robinhood will likely not, considering they are grossly non-compliant with Regulation T (and have been reported to the SEC and FINRA regarding this issue), which governs margin requirements. This is someone's risk management system failing on a trivial use case.
[+] kccqzy|6 years ago|reply
> it would be very bad PR for people to start thinking that they can lose a lot more than they put into their accounts

LOL WAT? If you are using the margin feature of your brokerage account it should be implicit that you understand you will lose more money than you have. Many people have bankrupted even due to a temporary fluctuation in pricing causing margin calls. This is true even if you don't trade options, just less likely so.

Personally I trade options but I don't enable the margin feature on my account. Then the worst case scenario is I lose everything I put into the account; I wouldn't lose the money I didn't put in my account.

[+] jjeaff|6 years ago|reply
Are we talking 18-19 yr old teenagers? Because anything less and they shouldn't be able to have an account on their own. And of they do, then Robinhood would be sol. You can't enforce a contract on a minor. (although, interestingly, a minor can enforce a contract on an adult)
[+] hailwren|6 years ago|reply
Even if Robinhood goes after them, they don’t have any assets or money. Unless there are criminal charges (which there might be), what could actually happen?
[+] CPLX|6 years ago|reply
A million YouTube views is worth a couple grand right?

Maybe there's an upside for this guy after all. 2019 is weird.

[+] Havoc|6 years ago|reply
>It will be interesting to see if Robinhood will go after (i.e., pursue claims in court) teenagers who get carried away and rack up $50k+ deficits from this.

The PR would be a disaster.

[+] mindslight|6 years ago|reply
I'd expect the gamblers will simply be bailed out. That is the precedent from 2008, is it not?
[+] tempsy|6 years ago|reply
The person that got $1M has very limited upside though because they sold deep in the money call options on the same stock that they own, Ford ($F). This is known as a covered call e.g. as the price moves up your stock is worth more but the premiums on the call options you sold increase as well, limiting your profit.

On the other hand, if the stock tanks you will still lose, though the premiums from your options you wrote will cushion your downside.

The Youtube guy owned naked puts, which is far riskier than covered calls.

[+] H8crilA|6 years ago|reply
Selling deep ITM options is one step in the "hack" to create infinite leverage / infinite buying power.

Buying weekly OTM options is the "yolo" they do once they mess up Robinhood's margin into giving them hundreds of thousands of USD of buying power.

[+] maest|6 years ago|reply
Yeah, I think the $1M position in $F is capturing people's attention, but that's not the entire story.

For every share of $F he has, he also has an offsetting deep ITM call option he's written. He doesn't have $1M risk on - or rather, he doesn't have linear risk on.

The payoff for a covered call looks like this (sorry for the paint): https://imgur.com/a/J6vcUty

P is the price where he bought the Ford share. S is the strike price. S << P since he's writting deep ITM calls. The combined payoff is just the sum of the stock payoff and the call payoff.

As you can see, he's fine, as long as F doesn't tank. If it does, he's on the hook for some money. So he didn't lever up a linear payoff in the stock price, he levered up the payoff I showed above.

Really, everything is fine, as long as Ford share price stays above the strikes he wrote. If it goes under, CTN goes bankrupt and RH can't get their money back.

But this is a lot more subtle than getting 2:1 or whatever linear leverage.

Also, I'm salty because I submitted the same story before this was posted, but it died in the "new" queue.

[+] anonu|6 years ago|reply
Did you read about the bug? The point of these trades was to trigger the bug. Not to make money on them. Selling options triggered the bug and gave you more margin than you should have had
[+] brobinson|6 years ago|reply
From the article:

>The problem arises when Robinhood incorrectly adds the value of those calls to the user’s own capital.

This is not precise. Premiums received from short options positions _do_ get added to your "capital" and show up as cash in your account. You will accrue interest, etc. on this cash like any other cash in your account. The premiums should _not_ increase your margin/buying power which is where RH made a mistake.

[+] ThrustVectoring|6 years ago|reply
Not quite. The issue is that Robinhood incorrectly valued the stock collateral covering a short call position. It should be valued at the strike price of the call option, rather than the current spot price of the security.

Eg, suppose FOO is trading at $100/share, and you have $5k of cash and $5k of free margin. You use all $10k to buy 100 shares, then sell a call option with a strike of $60 for $40/share.

Under RH's calculations, you have $5k of account equity, $10k of stock and $4000 of cash from selling the call. This qualifies you for a margin loan of up to $9k.

Under the correct calculation, the stock is only worth at maximum the $60/share strike price of the short option, since that is the cash you'd get if the option is exercised. So you have $5k of account equity, $4k of cash, and $6k worth of net marginable securities.

The advantage of this is that it treats out-of-the-money covered calls better. If you sold a call option on FOO with a strike of $105 for $2/share, you should have $200 extra free to spend on stuff. Selling extrinsic value should wind up generating net cash that users can use for whatever purpose they want. Selling intrinsic value, on the other hand, is selling a portion of the economic right to the underlying.

[+] webninja|6 years ago|reply
“...I repeat this until I am sufficiently leveraged for my Personal Risk Tolerance. Right now I am at 25x leverage because I had 2000 dollars in Instant Deposits.”

Of course it’s within his risk tolerance. He has the potential to turn $50K into a lot more money and would only lose $2k if it goes south (and it did.)

It’s going to be a sad day if Robinhood goes under because a bunch of gamblers lost Robinhood a couple million dollars. It’d also be sad for them if in later developments they find out their Margin Call feature didn’t work as advertised.

[+] rollerboi|6 years ago|reply
"Personal Risk Tolerance" has become a meme in WSB just like "literally can't go tits up" has become a meme.

"Personal Risk Tolerance" = said by /u/ControlTheNarrative before losing $50k in AAPL puts

"Literally can't go tits up" = said by /u/1ronyman before his position went literally tits up (because one side was American options while the other were European options). the dude did his DD up until that difference between American and European contracts.

[+] u10|6 years ago|reply
it's their own damn fault. Turns out "Move fast and break things" doesn't necessarily apply to all industries.
[+] magashna|6 years ago|reply
Won't be that sad. They should make sure they can't be so easily exploited by the hilarious and insane dummies in WSBs.
[+] verroq|6 years ago|reply
If you lose 50k it is your problem, if you lose 50m it is the Robinhood’s problem now.
[+] account73466|6 years ago|reply
Well. Robinhood then should better debug their platform unless these bugs actually make Robinhood more money when people overleverage, lose and don't advertise it online.
[+] H8crilA|6 years ago|reply
[+] abhisuri97|6 years ago|reply
Of course /r/WallStreetBets did this.
[+] hammock|6 years ago|reply
Isn't this essentially how the entire world economy works? This is exactly what it means when you saw headlines like "$60 trillion of derivatives are poised to come crashing down" around the time of the 2008 financial crisis. It's futures on leverage on futures on leverage, with all different kinds of counterparties sucked into the tangle.
[+] jdlyga|6 years ago|reply
I know basically nothing about finance. But /r/wallstreetbets is endlessly entertaining.
[+] synaesthesisx|6 years ago|reply
This is legendary - leave it to WSB for gaming this. The fact that Robinhood even allows recursive margin is a total failure on their part.
[+] nullc|6 years ago|reply
Makes smartphone investment product catering to unsophisticated and younger investors.

Makes options trading available to these customers.

Screws up risk management by incorrectly adding the value of those positions to customer's margin liquidity.

Incurs losses as a result.

::surprised pikachu::

"If you take advantage of someone’s mistake to line your own pockets, you need to pay them back." -- if that were the actual governing law I can only imagine that many brokerages catering primarily to unsophisticated investors (not to mention credit cards, and many other financial services) would be having a pretty bad time.

[+] rebuilder|6 years ago|reply
Has this been fixed yet? It seems like a company-ending disaster for Robinhood if the bug remains exploitable now that it's on Bloomberg.
[+] zelly|6 years ago|reply
Chris Sacca (legendary VC) exploited a similar bug in his early days.

https://en.wikipedia.org/wiki/Chris_Sacca#Stocks_and_Fenwick...

> Sacca used his student loans to start a company during law school, and when the venture proved unsuccessful he used the remaining funds to start trading on the stock market. By leveraging trades for significant amounts (discovering a flaw in the software of online trading brokers in 1998)[18] he managed to turn $10–20 thousand dollars into $12 million by 2000.[19] Eventually, when the market crashed, Sacca found himself in debt with a four million dollar negative balance.[18] He negotiated to have it reduced to $2.125 million[17] and had repaid it by February 2005.[18]

[+] jedberg|6 years ago|reply
Given Robinhood's lack of quality control, I'm not sure why anyone uses them anymore. ETrade has free trades now (thanks Robinhood!) and a much more robust platform and API, and a hell of a lot more assets backing them.

What is the advantage of Robinhood over ETrade at this point?

[+] tenpies|6 years ago|reply
If you have any amount of money or equity held by Robinhood, you should seriously consider moving it to another broker.

This has the potential to end the company financially (at least until another round of funding bails them out) or regulatory (if they lose their licence over this).

[+] opportune|6 years ago|reply
Someone on reddit posted this, which makes it seem like Robinhood support is actually ok with the strategy: https://m.imgur.com/a/g4tpH9y

Of course I can’t verify the authenticity, but it doesn’t look good for them. In particular it seems almost financially smart to make incredibly risky plays on huge amounts of margin if you actually have very little in terms of assets, because the downside is you declare bankruptcy (doesn’t matter, you had no money) and the upside is hundreds of thousands of dollars

[+] cascom|6 years ago|reply
these people should just trade futures - you can buy a treasury bond future at effectively ~70x leverage without trying to defraud your broker...