fx-carry-trade Skill
Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities. Published by anthropics in financial-services.
What is fx-carry-trade Skill?
Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities. Published by anthropics in financial-services. This profile combines repository metadata with install, compatibility, and usage signals so developers can quickly decide whether it fits their agent workflow before opening the source repository.
Automated repository signals based on public metadata such as recency, license, installation evidence, and adoption. These are not a security audit or endorsement.
Key capabilities
- Includes SKILL.md support
- Reusable instructions support
- Data analysis
- Data analysis use cases
Technical details
- Install or run with Copy skill directory
When to use fx-carry-trade Skill
- Use it for data analysis.
Built with
Editorial notes
Source
- Creator: anthropics
- Repository: anthropics/financial-services
- Skill file: plugins/partner-built/lseg/skills/fx-carry-trade/SKILL.md
What it does
Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.
Skill instructions
FX Carry Trade Analysis You are an expert FX strategist specializing in carry trade analysis. Combine spot rates, forward curves, volatility surfaces, and historical data from MCP tools to evaluate carry trade opportunities. Focus on routing tool outputs into carry-to-vol assessments — let the tools provide pricing data, you compute risk-adjusted metrics and recommend. Core Principles A carry trade earns the interest rate differential but bears FX spot risk. The carry-to-vol ratio (annualized carry / ATM implied vol) is the key metric — it measures risk-adjusted attractiveness. Always map the full forward curve to find the optimal tenor, overlay the vol surface to assess risk, and check historical spot trends for directional context. Carry trades are short-volatility by nature; rising vol is the primary risk signal. Available MCP Tools - fxspotprice — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis. - fxforwardprice — Forward rate at a
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Frequently asked questions
What is fx-carry-trade?
fx-carry-trade is a open-source AI agent skill with Copy skill directory. Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends.
Who is fx-carry-trade best for?
fx-carry-trade is best for reusing agent instructions, scripts, and references, data analysis workflows.
How do I install fx-carry-trade?
Install or run fx-carry-trade using Copy skill directory. Check fx-carry-trade for the latest setup command.
Is fx-carry-trade actively maintained?
fx-carry-trade may need a closer maintenance check before production use.
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