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Evaluate FX carry trades with forwards, volatility, and historical data.
Copy the install command and let the AI configure it · recommended for beginners
Please install the "fx-carry-trade" skill from askskill: 1. Download https://raw.githubusercontent.com/anthropics/financial-services/main/plugins/partner-built/lseg/skills/fx-carry-trade/SKILL.md 2. Save it as ~/.claude/skills/fx-carry-trade/SKILL.md 3. Reload skills and tell me it's ready
Analyze the EUR/USD carry trade opportunity using spot, forward points, interest rate differentials, implied volatility, and the past year’s price trend. Provide the carry-to-vol ratio and a trade recommendation.
Outputs annualized carry, volatility, carry-to-vol ratios, and a recommendation across tenors.
Compare the GBP/JPY 1M, 3M, 6M, and 1Y forward curve points, identify the best tenor, and explain why.
Outputs forward points, annualized carry, and the optimal tenor.
Analyze the AUD/NZD carry trade, focusing on ATM implied vol, 25d risk reversal, and butterfly. Judge whether the risk is elevated.
Outputs a vol-surface summary, carry-to-vol interpretation, and risk warnings.
Researchers or traders can use it to compare multiple currency pairs and rank carry trade attractiveness. It combines rate differentials, forward curves, and volatility.
When deciding between tenors such as 1M, 3M, or longer-dated trades, it helps identify the sweet spot in the term structure and gauge risk using volatility and trend context.
Use it to condense spot, forwards, implied vol, and historical price action into a concise one-page trade summary for reporting.
This README describes an FX carry trade analysis skill that evaluates opportunities using spot rates, forward curves, implied volatility surfaces, historical prices, and interest rate curves. It emphasizes the carry-to-vol ratio as the core risk-adjusted metric and outlines a workflow from data retrieval to tenor selection and risk assessment.
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.
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.
fx_spot_price — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis.fx_forward_price — Forward rate at a specific tenor. Returns forward points and outright rate. Use to compute carry at the target tenor.fx_forward_curve — Full forward curve across all standard tenors. Two-phase: list then calculate. Use to map the carry term structure.fx_vol_surface — Implied volatility surface by delta and expiry. Returns ATM vol, risk reversals, butterflies. Use for carry-to-vol ratio and skew assessment.tscc_historical_pricing_summaries — Historical spot price data. Use to compute realized vol and assess spot trend direction.interest_rate_curve — Yield curves by currency. Use to understand the rate differential driving the carry.fx_spot_price for the currency pair. Note bid-ask spread as a liquidity indicator.fx_forward_price at the target tenor. Compute annualized carry from forward points.fx_forward_curve (list then calculate). Compute annualized carry at each tenor. Identify the sweet-spot tenor with best risk-adjusted carry.fx_vol_surface. Extract ATM vol at the target tenor, 25-delta risk reversal (skew), and butterfly (tail risk). Compute carry-to-vol ratio.tscc_historical_pricing_summaries for 1Y daily data. Assess 52-week range, trend direction, and where current spot sits in the range.| Metric | 1M | 3M | 6M | 1Y |
|---|---|---|---|---|
| Forward Points (pips) | ... | ... | ... | ... |
| Annualized Carry (%) | ... | ... | ... | ... |
| ATM Implied Vol (%) | ... | ... | ... | ... |
| Carry-to-Vol Ratio | ... | ... | ... | ... |
| 25d Risk Reversal | ... | ... | ... | ... |
| Tenor | ATM Vol | 25d Put | 25d Call | RR | BF |
|---|---|---|---|---|---|
| 1M | ... | ... | ... | ... | ... |
| 3M | ... | ... | ... | ... | ... |
| 6M | ... | ... | ... | ... | ... |
For each recommended trade: pair and direction, tenor, annualized carry, carry-to-vol ratio, skew signal (bullish/neutral/bearish), key risks, and conviction (high/medium/low).
It evaluates FX carry trade opportunities by combining spot, forward curves, interest differentials, implied volatility, and historical trends to compute risk-adjusted attractiveness. The key metric is the carry-to-vol ratio.
The document says it uses MCP tools for spot, forward, volatility surface, historical prices, and interest rate curves. Exact calls and availability are in the source repository.
It does more than provide quotes: it combines forwards, volatility, and historical context across tenors, then computes carry-to-vol and offers a trade judgment.
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