Within the subject the description of financial markets blindly in terms of models of statistical physics has been argued as flawed because it has transpired these do not fully correspond to what we now know about real finance markets. First, traders create largely noise, not long range correlations among themselves, except when they all buy or all sell, such as during a popular IPO or during a crash. A market is not at an equilibrium critical point, the resulting non-equilibrium market must reflect details of traders' interactions (universality applies only to a limited very class of bifurcations, and the market does not sit at a bifurcation). Even if the notion of a thermodynamics equilibrium is considered not at the level of the agents but in terms of collections of instruments stable configurations are not observed. The market does not 'self-organize' into a stable statistical equilibrium, rather, markets are unstable. Although markets could be 'self-organizing' in the sense used by finite-time singularity models these models are difficult to falsify. Although Complex systems have never been defined in a broad sense financial markets do satisfy reasonable criterion of being considered complex adaptive systems. The Tallis doctrine has been put into question as it is apparently a special case of markov dynamics so questioning the very notion of a "non-linear Fokker-Plank equation". In addition, the standard 'stylized facts' of financial markets, fat tails, scaling, and universality are not observed in real FX markets even if they are observed in equity markets.