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by rluhar 3777 days ago
TLDR: FX is getting to where equities and derivative markets have been for a while

FX is an OTC market. There are no official "exchanges". Most trading happens either on the interbank markets or via brokers like ICAP, BGC, etc.

Over the last few years, the spreads (difference between a buy and sell price) have compressed. FX Clients (i.e. corporations, hedge funds etc.) who would trade directly with their preferred banks; now aggregate feeds from multiple banks and brokers to attempt to get the best possible price.

This automation and increase in client sophistication has led directly to tailored market making and sophisticated risk management. The number of players in the FX market has increased as the technology has commoditised. Things like the latency and quality of your market making feed have become differentiators.

All of the above has resulted in the market going electronic and a massive reduction in the proportion of trades being quoted and managed by human traders. In most banks, market making is now done by algorithms that aggregate market data and other information from a variety of sources.

Traders have either become specialised to niche currencies (Asian, Emerging Markets, etc.) or at dealing with extremely large trades. Their job is now all about determining the type of rate (i.e. which algo) a client should get and how the risk from those trades is managed (aggressively, passively, etc.).

I have worked on FX desks (as a developer) for 10+ years. I have seen spot trading desks shrink incredibly, with old school traders being replaced by quants and quant-developers. The algorithmic trading space in FX is not as sophisticated as that in equities of derivatives, but is getting there.

2 comments

Cash FX (spot, forward, simple swaps, cross rates) is almost totally automated. FX options is less automated. Since FX is less capital intensive than rates or credit, there's still a fair bit of old fashioned trading activity there, even among banks that have withdrawn from other FICC & equity areas like UBS.
Depends on which bank you are talking about :)

You will be surprised at how many places still have spot traders quoting 500K EURUSD rates and assistants running around with pieces of paper..

500k flow ccy spot via voice? I think you are joking. It's easier for a client and a bank just to trade via an electronic platform. The voice trader would likely direct the client to his on screen rates and he would trade there. I suggest anything under 15mn would be traded via screen.
Last time I was on an FX trading floor (2010) clients seeking voice quotes for spot would get a sales person who would be using the sales version of the FX single dealer platform. Sales guy would voice quote the electronic rate made by the auto trading system that was shown in the Java SDP GUI on their desktop. For top clients the spread might be tightened slightly, but most would get the vanilla electronic rate. No human trader would be involved, and there would be no manual price discretion at any point.
So it took longer to happen in FX because of the lack of exchanges? Or what?
Mainly because the market was fragmented and FX had a lot of arbitrary laws (i.e. which currency pairs can be traded, which pairs have a peg against the dollar) and also the complexity of settling cash trades. Looser regulations and burgeoning global trade have provided the impetus for the automation in the FX business.