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fx-carry-trade

Compute carry-to-vol ratios and map forward curves for FX carry opportunities.

4|1|Updated Mar 25, 2026
Search Tags:#risk-adjusted#fx#vol-surface#carry-trade#forward-curve#currency-pairs
One-click install
npx skills add https://github.com/pynbj1001/alpha-sense --skill fx-carry-trade-pynbj1001
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/pynbj1001/alpha-sense/tree/main/.github/skills/fsp-partner-built-fx-carry-trade
Command: npx skills add https://github.com/pynbj1001/alpha-sense --skill fx-carry-trade-pynbj1001

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Carry trades require integrated analysis of spot rates, forwards, rate differentials, and volatility to identify profitable opportunities. This Skill consolidates these elements into a coherent framework for decision making.

Core Features & Use Cases

  • Carry-to-vol ratio computation: Evaluate risk-adjusted attractiveness by dividing annualized carry by ATM implied vol.
  • Forward curve mapping: Identify optimal tenor by mapping the full forward curve and overlaying vol surfaces.
  • Historical context: Compare current spot and forward levels to historical trends to gauge regime context.

Quick Start

Ask the Skill to analyze USD/EUR carry trade using current spot, forward, and volatility 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 calculate carry-to-vol ratios for FX currency pairs?▼

Calculate carry-to-vol ratios by dividing annualized carry by ATM implied volatility. This evaluates risk-adjusted attractiveness across currency pairs to identify favorable opportunities.

What is the best way to map forward curves and vol surfaces for carry trades?▼

Mapping forward curves involves identifying optimal tenors by overlaying vol surfaces. This technique aligns forward points with volatility to produce a structured carry profile.

How do I assess spot rates and rate differentials for FX carry opportunities?▼

Assess FX carry opportunities by comparing current spot rates and forward points to historical trends. This gauges regime context and identifies profitable currency pairs.

Can I evaluate risk-adjusted carry trades across multiple tenors?▼

Yes, evaluating risk-adjusted carry trades across tenors works by mapping the full forward curve. Comparing historical trends and vol surfaces produces structured recommendations.

Why does comparing historical spot and forward levels matter for carry trades?▼

Comparing historical spot and forward levels matters because it gauges regime context for carry trades. This historical analysis helps assess risk-adjusted attractiveness of current opportunities.

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