jkaufman comments on Harry Potter and the Methods of Rationality discussion thread, February 2015, chapter 110 - Less Wrong
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Don't forget, his Occlumency teacher would mention after every session that he wished he would be allowed to remember the arbitrage trick.
Eliezer has talked about how one of his main reasons for writing the story as a work of fanfiction is that it gets the audience to accept a world that is massively exploitable by the main characters, which they would have thought was a case of the author making things too easy on them if the author had actually created it. Eliezer wrote a story set in the world of Harry Potter because Rowling didn't think very hard about the implications of her worldbuilding and created a massively exploitable setting.
Which is also consistent with "Harry expects it to work and the teacher doesn't know much about finance".