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fx-carry-trade

Quantify FX carry trade opportunities using spot rates, forward curves, and implied volatility.

Updated Jun 5, 2026
Search Tags:#carry trade#volatility analysis#currency analysis#forward rate#FX trading#interest rate differential
One-click install
npx skills add https://github.com/Duzhenyang111/stock_money --skill fx-carry-trade-duzhenyang111
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/Duzhenyang111/stock_money/tree/main/financial-services-main/plugins/partner-built/lseg/skills/fx-carry-trade
Command: npx skills add https://github.com/Duzhenyang111/stock_money --skill fx-carry-trade-duzhenyang111

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires MCP, fx_rates, volatility_surface, interest_rate, and includes scripts (resource) and references (resource) components.

What problem does it solve?

Analyzes carry trade opportunities, comparing interest rate differentials and FX forward curves to help you evaluate currency pairs and identify optimal tenors for carry trade strategies.

Core Features & Use Cases

  • Spot and Forward Rates Analysis: Analyze spot rates, forward rates, and forward curves to identify attractive tenors for carry trades.
  • Volatility Assessment: Assess volatility surface, including ATM implied volatility and carry-to-vol ratios to evaluate risk-adjusted returns.
  • Historical Trend Analysis: Review historical pricing data for spot trends and historical realized vol to contextualize potential trade outcomes.

Quick Start

Evaluate FX carry trade opportunities with the 'fx-carry-trade' skill by combining spot rates, forward points, interest rate differentials, volatility analysis, and historical spot trends. Start with spot price for your desired currency pair and then analyze forward curves to assess annualized carry.

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 spot and forward rates?▼

FX carry trade opportunities are evaluated by analyzing spot rates and forward curves to identify optimal tenors and quantify annualized carry. This process compares interest rate differentials to determine potential returns.

How does implied volatility analysis work for currency carry trades?▼

Implied volatility analysis for carry trades assesses the volatility surface and ATM implied volatility to calculate carry-to-vol ratios. This evaluates risk-adjusted returns by comparing carry yield against expected currency fluctuations.

Do I need real-time pricing data to analyze interest rate differentials?▼

Yes, analyzing interest rate differentials requires real-time pricing data via MCP. You need live spot rates, forward points, and interest rate inputs to accurately quantify carry trade opportunities and forward curves.

What's the best way to assess risk-adjusted returns for currency pairs?▼

The best way to assess risk-adjusted returns for currency pairs is integrating historical realized volatility with current ATM implied volatility. Comparing these against annualized carry yield provides comprehensive risk context.

When should I review historical spot trends before executing a carry trade?▼

Review historical spot trends before executing a carry trade to contextualize potential outcomes against past pricing data. Historical realized volatility helps identify if current forward rates offer favorable entry points.

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