The electronification of foreign exchange trading has entered a new phase. 
Technology spending by asset managers, hedge funds and other buy-side firms is quickly catching up to compensation expenses. 
The wait is almost over. Since their introduction in 2013, Dodd-Frank-inspired swap execution facilities (SEF) rules have been widely perceived as overly prescriptive. 
The line between fundamental and quantitative investing is blurring as fundamental investors adopt tools and approaches long employed by “quants.”
Exchange-listed options are a popular tool, as they offer relatively high transparency and price discovery compared to some other derivatives products. They also provide lower regulatory complexity and counterparty risk.
Institutional investors are leaving money on the table by using familiar investment vehicles like bonds without first looking to see if they could obtain the same exposure more efficiently with another product like an ETF or a future. 
Throughout the least volatile year in recent memory, banks around the world invested heavily in their FX businesses. Most were working to keep up with Citi and J.P. Morgan...
Institutional investors increased their annual spending on risk and analytics platforms to $700 million, as “risk tech” expenditures nearly doubled to 10% of total buy-side trading desk technology budgets in 2017.
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