  Traders buy and sell financial instruments in hopes of making profit, and
brokers are responsible for the transaction. There are several hypotheses and
conspiracy theories arguing that in some situations, brokers want their traders
to lose money. For instance, a broker may want to protect the positions of a
privileged customer. Another example is that some brokers take positions
opposite to their traders', in which case they make money whenever their
traders lose money. These are reasons for which brokers might manipulate prices
in order to maximize the losses of their traders.
  In this paper, our goal is to perform this shady task optimally -- or at
least to check whether this can actually be done algorithmically. Assuming
total control over the price of an asset (ignoring the usual aspects of finance
such as market conditions, external influence or stochasticity), we show how in
quadratic time, given a set of trades specified by a stop-loss and a
take-profit price, a broker can find a maximum loss price movement. We also
look at an online trade model where broker and trader exchange turns, each
trying to make a profit. We show in which condition either side can make a
profit, and that the best option for the trader is to never trade.
