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fx-carry-trade

Analyze FX carry-trade opportunities using spot rates, forward curves, and volatility surfaces.

1|Updated Mar 9, 2026
Search Tags:#risk-analysis#fx#forex#vol-surface#carry-trade#forward-curve#historical-pricing
One-click install
npx skills add https://github.com/kiryteo/opencode-setup --skill fx-carry-trade-kiryteo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/kiryteo/opencode-setup/tree/main/skills/fx-carry-trade
Command: npx skills add https://github.com/kiryteo/opencode-setup --skill fx-carry-trade-kiryteo

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill helps FX traders evaluate carry trade opportunities by merging spot rates, forwards, vol surfaces, and historical data to identify profitable carry-to-vol metrics and context.

Core Features & Use Cases

  • Integrates spot rates, forward curves, and volatility surfaces to compute carry metrics.
  • Evaluates historical price trends to contextualize carry decisions.
  • Use Case: Compare two currency pairs to find the one with stronger risk-adjusted carry.

Quick Start

Analyze carry-trade opportunities by combining spot, forwards, vol surfaces, and history for a given currency pair.

Frequently Asked Questions about fx-carry-trade

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

FAQPage Schema
How do I calculate carry-to-vol metrics for an FX currency pair?▼

Calculate FX carry-to-vol metrics by integrating spot rates, forward curves, and volatility surfaces to produce a quantified carry profile. This evaluates currency pairs across multiple tenors and identifies optimal carry terms using risk-adjusted returns.

What is an FX carry trade and how does volatility affect risk?▼

An FX carry trade borrows in a low-yield currency to invest in a high-yield one, earning the interest differential. Volatility surfaces contextualize risk by measuring carry-to-vol, showing if the yield premium compensates for exchange rate fluctuation exposure.

How do I compare currency pairs to find the strongest risk-adjusted carry?▼

Compare currency pairs by merging spot rates, forward curves, and volatility surfaces to compute carry metrics side by side. Evaluating historical price trends alongside these metrics highlights the pair with stronger risk-adjusted carry.

Does historical pricing data improve forward curve carry analysis?▼

Historical pricing data improves forward curve carry analysis by providing historical context for risk-checking. Evaluating historical price trends alongside volatility signals validates whether current carry-to-vol metrics represent stable opportunities or anomalous market conditions.

What are the limitations of using spot rates and forward curves without volatility surfaces?▼

Using spot rates and forward curves without volatility surfaces ignores exchange rate fluctuation risk. Integrating volatility surfaces is required to compute accurate carry-to-vol metrics, ensuring the carry profile accounts for risk-adjusted returns across tenors.

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