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fx-carry-trade

Analyzes currency carry trades using spot rates, forward curves, volatility surfaces, and interest differentials.

Updated May 9, 2026
Search Tags:#interest rate differential#FX carry trade#carry-to-volatility#currency pair analysis#market risk analysis
One-click install
npx skills add https://github.com/mahyarmalekii/MarketIntel --skill fx-carry-trade-mahyarmalekii
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/mahyarmalekii/MarketIntel/tree/main/backend/financial-services/plugins/partner-built/lseg/skills/fx-carry-trade
Command: npx skills add https://github.com/mahyarmalekii/MarketIntel --skill fx-carry-trade-mahyarmalekii

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

This Skill simplifies complex quantitative FX carry trade analysis, enabling users to assess opportunities by integrating diverse financial data points efficiently.

Core Features & Use Cases

  • Comprehensive Analysis: Combine multiple financial indicators including spot rates, forward points, interest rate differentials, volatility, and historical price trends.
  • Advanced Analysis: Conduct risk-adjusted opportunity assessments, including the carry-to-volatility ratio, using in-depth market tools.
  • Customizable Reports: Generate detailed carry profiles and vol surface summaries tailored for specific currency pairs and tenors.
  • Use Case: Ideal for financial strategists seeking to compare FX forward curves and evaluate currency pair carry trades, ensuring they're considering risk-adjusted returns in their analysis.

Quick Start

Run the skill by executing 'fx-carry-trade -c <currency_pair> -t <tenor>' where <currency_pair> is the specific pair (e.g., "USD/JPY") and <tenor> is the time period for the carry analysis.

Frequently Asked Questions about fx-carry-trade

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

FAQPage Schema
How do I analyze an FX carry trade using interest rate differentials and volatility surfaces?▼

FX carry trade analysis combines spot rates, forward points, interest rate differentials, and volatility surfaces to model market risks and assess currency pair attractiveness. This Skill processes those diverse financial data points to generate detailed carry profiles for specific pairs and tenors.

What is a carry-to-volatility ratio and how is it used in currency pair analysis?▼

The carry-to-volatility ratio is an advanced risk-adjusted opportunity assessment metric used in FX carry trade analysis. It helps strategists compare currency pair carry trades by evaluating the return against market volatility, ensuring risk-adjusted returns are thoroughly considered.

How do I generate a carry profile for a specific currency pair like USD/JPY?▼

You can generate a detailed carry profile by executing the command 'fx-carry-trade -c <currency_pair> -t <tenor>' with your target currency pair and time period. This produces a summary integrating forward curves, historical price trends, and interest rate differentials.

Can I compare FX forward curves for different tenors in my carry trade strategy?▼

Yes, comparing FX forward curves across tenors is a core feature designed for financial strategists. The analysis evaluates currency pair carry trades by combining forward points, spot rates, and volatility data to produce risk-adjusted opportunity assessments.

Does this approach require specialized data processing tools for market risk analysis?▼

Yes, quantitative FX carry trade analysis requires data processing tools and analytical algorithms to properly model and interpret market risks. The Skill leverages these internal algorithms to synthesize spot rates, forward rates, and volatility surfaces effectively.

When should I not use a quantitative approach for carry trade analysis?▼

Quantitative carry trade analysis may be limited if you lack comprehensive inputs like volatility surfaces, forward rates, or interest rate differentials. The Skill's risk-adjusted assessments depend on integrating these diverse financial indicators to accurately model market risks.

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