What are generally some of the differences in trading across the product spectrum of FX and Rates?
How do the two cash markets (spot and bills[?]) compare in terms of electronification?
What tends to be more complex, short end rates or STIR (FX forwards)?
How do the skillsets across FX options and Rate options differ?
And within the same product, how different would the short end be from the belly or long end? Or how different would STIR be from longer dated cross currency basis?
What about G10 vs EM across both products?
Do they two products tend to draw different types of people?
Controlling for product complexity (spot vs cash, linear derivs vs linear derivs, and options v options), do traders from one product tend to outperform those from the other in terms of careers?
Which is more favored under the current regulatory environment?
Just some questions I've had in the back of my head. Feel free to answer some or all. I have an opinion on a few of the questions too and would love to discuss.