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fx-carry-trade

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

1|Updated Mar 5, 2026
Search Tags:#finance#trading#volatility#fx#carry trade#forward curve
One-click install
npx skills add https://github.com/smrik/ai-fund --skill fx-carry-trade-smrik
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fx-carry-trade
Source: https://github.com/smrik/ai-fund/tree/main/skills/partner-built/lseg/skills/fx-carry-trade
Command: npx skills add https://github.com/smrik/ai-fund --skill fx-carry-trade-smrik

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill removes the complexity of manually aggregating disparate financial data points, allowing traders to quickly identify and evaluate the risk-adjusted attractiveness of currency carry trades.

Core Features & Use Cases

  • Carry-to-Vol Analysis: Automatically computes the carry-to-vol ratio to determine the risk-adjusted return of a currency pair.
  • Forward Curve Mapping: Maps full forward curves to identify optimal tenors for carry capture.
  • Use Case: A strategist can use this to compare the 3-month carry-to-vol ratio of USD/JPY against AUD/JPY to decide which pair offers the best risk-adjusted yield given current volatility surfaces.

Quick Start

Use the fx-carry-trade skill to analyze the carry trade potential for the USD/JPY currency pair over a 3-month tenor.

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 the risk-adjusted carry trade return for a currency pair?▼

To calculate the risk-adjusted return for a carry trade, compute the carry-to-vol ratio by synthesizing spot rates, forward curves, and interest rate differentials against current volatility surfaces.

What is a carry-to-vol ratio in FX trading?▼

The carry-to-vol ratio in FX trading measures the risk-adjusted attractiveness of a currency pair by dividing the interest rate differential carry by the underlying volatility of the exchange rate.

How do I map forward curves to find the optimal tenor for a carry trade?▼

Mapping the full forward curve identifies the optimal tenor for carry capture by evaluating the risk-adjusted yield potential across different maturities for the selected currency pair.

Do I need MCP-compliant financial data tools to assess FX carry trade tail risk?▼

Yes, integrating with MCP-compliant financial data tools is required to compute carry-to-vol ratios and accurately assess tail risk for currency pair selection and tenor optimization.

Can I compare USD/JPY and AUD/JPY carry trade potential over a 3-month tenor?▼

You can compare the 3-month carry-to-vol ratio of USD/JPY against AUD/JPY to determine which pair offers the best risk-adjusted yield given current volatility surfaces.

Why does assessing tail risk matter when evaluating an FX carry trade?▼

Assessing tail risk is crucial in FX carry trades because high volatility surfaces can rapidly erase interest rate differential gains, making risk-adjusted assessment necessary to prevent extreme downside events.

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