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AlexZWANG1
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fx-carry-trade

Identify and quantify FX carry opportunities using spot rates, forward curves, and volatility surfaces.

Updated Mar 17, 2026
Search Tags:#risk-management#volatility#fx#forex#carry-trade#forward-curve#spot-price
One-click install
npx skills add https://github.com/AlexZWANG1/Prism --skill fx-carry-trade-alexzwang1
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/AlexZWANG1/Prism/tree/main/financial-services-plugins/partner-built/lseg/skills/fx-carry-trade
Command: npx skills add https://github.com/AlexZWANG1/Prism --skill fx-carry-trade-alexzwang1

SYSTEM DOCUMENTATION & REQUIREMENTS

FX carry-trade opportunities are complex to identify and evaluate, requiring integration of spot rates, forward curves, interest rate differentials, volatility surfaces, and historical price trends to find compelling carry profiles.

Core Features & Use Cases

  • Integrates spot, forward curves, and rate differentials to compute carry metrics and identify optimal tenors.
  • Assesses carry risk by overlaying volatility surfaces and historical trend context.
  • Use Case: Determine currency pairs and tenors offering favorable carry with acceptable risk.

Quick Start

Analyze EURUSD carry by selecting a pair and tenor to generate a carry profile using real-time spot, forward points, curves, volatility, and historical data.

Frequently Asked Questions about fx-carry-trade

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I evaluate FX carry trade opportunities using forward curves and interest rate differentials?▼

This approach calculates carry metrics by integrating spot rates, forward curves, and interest rate differentials. It identifies optimal currency pairs and tenors to generate a comprehensive carry profile.

What is the carry-to-vol ratio and how does volatility surface data assess carry risk?▼

The carry-to-vol ratio measures carry return against volatility surface data to assess risk. Overlaying volatility surfaces and historical trend context quantifies the risk of adverse price movements in currency pairs.

How do I analyze EURUSD carry using real-time spot prices and forward points?▼

Analyze EURUSD carry by selecting the pair and tenor to generate a carry profile. The process requires fetching real-time spot prices, forward points, curves, volatility surfaces, and historical pricing summaries.

Can I assess currency pair risk across standard tenors using historical price data and vol surface signals?▼

Yes, you can assess risk across standard tenors by combining vol surface signals and historical price data. This synthesizes a comprehensive carry profile to determine if pairs offer acceptable risk-adjusted returns.

What data is required to quantify FX carry opportunities and generate actionable recommendations?▼

Quantifying FX carry opportunities requires fetching spot prices, forward curves, interest rate data, volatility surfaces, and historical pricing summaries. This data synthesizes a comprehensive carry profile with actionable recommendations.

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