At RubyConf 2011 Zach Holman gave a
talk
where he claimed to have a project called SECRETARYOFLABOR (yes, the all-caps
are necessary) that contained a link called wat that referenced itself. Thus
this program is a hat-tip to Mr. Holman that will create self-referential links
for you. And it's FREE!!
Copy the file wat to somewhere in your $PATH. Go to wherever you put it and
do chmod +x wat to make it executable. Now you can type wat foo and you will
have a link named foo that points to itself.
Nothing whatsoever. Enjoy.