There have been a couple of brief discussions of this in the Open Thread, but it seems likely to generate more so here's a place for it.
The original paper in Nature about AlphaGo.
Google Asia Pacific blog, where results will be posted. DeepMind's YouTube channel, where the games are being live-streamed.
Discussion on Hacker News after AlphaGo's win of the first game.
I'm talking about contemporary-level-of-technology trading systems, not about future malicious AIs.
So? An opaque neural net would quickly learn how to get around trade size restrictions if given the proper motivations.