Fx Carry Trade
- 898 installs
- 33.8k repo stars
- Updated July 22, 2026
- anthropics/financial-services-plugins
fx-carry-trade is an agent skill that evaluates FX carry opportunities via forward curves, vol surfaces, and carry-to-vol ratio analysis.
About
The fx-carry-trade skill performs FX carry trade analysis by chaining MCP tools for spot pricing, forward rates, full forward curves, volatility surfaces, and historical spot data. Carry trades earn interest rate differentials while bearing FX spot risk; the carry-to-vol ratio comparing annualized carry to ATM implied vol is the key risk-adjusted metric. The six-step workflow gets spot via fx_spot_price, prices forwards at target tenor, maps the carry term structure across 1M through 1Y, assesses vol risk from fx_vol_surface including 25-delta risk reversals and butterflies, and adds historical context from tscc_historical_pricing_summaries. Output includes carry profile tables with forward points, annualized carry, ATM vol, carry-to-vol ratio, and risk reversal per tenor. Recommendations state pair direction, tenor, skew signal, key risks, and conviction level.
- Six-step MCP tool chain from spot through historical context.
- Carry-to-vol ratio as primary risk-adjusted metric.
- Full forward curve mapping across standard tenors.
- Vol surface with ATM vol, risk reversal, and butterfly.
- Trade recommendation with conviction and key risks.
Fx Carry Trade by the numbers
- 898 all-time installs (skills.sh)
- +25 installs in the week ending Jul 28, 2026 (Skillselion tracking)
- Ranked #162 of 1,136 Finance & Trading skills by installs in the Skillselion catalog
- Security screen: LOW risk (skills.sh audit)
- Data as of Jul 28, 2026 (Skillselion catalog sync)
fx-carry-trade capabilities & compatibility
- Capabilities
- mcp fx spot and forward chaining · carry term structure mapping · vol surface and skew analysis · historical spot trend context · carry to vol trade recommendations
- Use cases
- trading · research
What fx-carry-trade says it does
Carry trades are short-volatility by nature; rising vol is the primary risk signal.
npx skills add https://github.com/anthropics/financial-services-plugins --skill fx-carry-tradeAdd your badge
Show developers this skill is listed on Skillselion. Paste this into your README.
| Installs | 898 |
|---|---|
| repo stars | ★ 33.8k |
| Security audit | 3 / 3 scanners passed |
| Last updated | July 22, 2026 |
| Repository | anthropics/financial-services-plugins ↗ |
Which FX carry trades offer attractive risk-adjusted returns given forward curves and implied volatility?
Evaluate FX carry trade opportunities using spot rates, forward curves, volatility surfaces, and historical trends with carry-to-vol ratio analysis.
Who is it for?
Developers and analysts evaluating FX carry trades with MCP spot, forward, and vol tools.
Skip if: Skip when you need bond relative value or fixed income spread analysis instead.
When should I use this skill?
User asks about FX carry trades, forward curve comparison, or carry-to-vol ratios.
What you get
Carry profile tables, vol surface summary, and trade recommendations with conviction and risk factors.
- Carry-to-vol assessment
- Forward-curve comparison memo
- Currency-pair opportunity summary
Files
FX Carry Trade Analysis
You are an expert FX strategist specializing in carry trade analysis. Combine spot rates, forward curves, volatility surfaces, and historical data from MCP tools to evaluate carry trade opportunities. Focus on routing tool outputs into carry-to-vol assessments — let the tools provide pricing data, you compute risk-adjusted metrics and recommend.
Core Principles
A carry trade earns the interest rate differential but bears FX spot risk. The carry-to-vol ratio (annualized carry / ATM implied vol) is the key metric — it measures risk-adjusted attractiveness. Always map the full forward curve to find the optimal tenor, overlay the vol surface to assess risk, and check historical spot trends for directional context. Carry trades are short-volatility by nature; rising vol is the primary risk signal.
Available MCP Tools
- `fx_spot_price` — Current spot rate for a currency pair. Returns mid/bid/ask. Starting point for all carry analysis.
- `fx_forward_price` — Forward rate at a specific tenor. Returns forward points and outright rate. Use to compute carry at the target tenor.
- `fx_forward_curve` — Full forward curve across all standard tenors. Two-phase: list then calculate. Use to map the carry term structure.
- `fx_vol_surface` — Implied volatility surface by delta and expiry. Returns ATM vol, risk reversals, butterflies. Use for carry-to-vol ratio and skew assessment.
- `tscc_historical_pricing_summaries` — Historical spot price data. Use to compute realized vol and assess spot trend direction.
- `interest_rate_curve` — Yield curves by currency. Use to understand the rate differential driving the carry.
Tool Chaining Workflow
1. Get Spot Rate: Call fx_spot_price for the currency pair. Note bid-ask spread as a liquidity indicator. 2. Price the Forward: Call fx_forward_price at the target tenor. Compute annualized carry from forward points. 3. Map Carry Curve: Call fx_forward_curve (list then calculate). Compute annualized carry at each tenor. Identify the sweet-spot tenor with best risk-adjusted carry. 4. Assess Vol Risk: Call fx_vol_surface. Extract ATM vol at the target tenor, 25-delta risk reversal (skew), and butterfly (tail risk). Compute carry-to-vol ratio. 5. Historical Context: Call tscc_historical_pricing_summaries for 1Y daily data. Assess 52-week range, trend direction, and where current spot sits in the range. 6. Synthesize: Combine into a carry profile with carry-to-vol ratio, vol surface signals, and historical context. Recommend entry with position sizing guidance.
Output Format
Carry Profile
| Metric | 1M | 3M | 6M | 1Y |
|---|---|---|---|---|
| Forward Points (pips) | ... | ... | ... | ... |
| Annualized Carry (%) | ... | ... | ... | ... |
| ATM Implied Vol (%) | ... | ... | ... | ... |
| Carry-to-Vol Ratio | ... | ... | ... | ... |
| 25d Risk Reversal | ... | ... | ... | ... |
Vol Surface Summary
| Tenor | ATM Vol | 25d Put | 25d Call | RR | BF |
|---|---|---|---|---|---|
| 1M | ... | ... | ... | ... | ... |
| 3M | ... | ... | ... | ... | ... |
| 6M | ... | ... | ... | ... | ... |
Carry Trade Recommendation
For each recommended trade: pair and direction, tenor, annualized carry, carry-to-vol ratio, skew signal (bullish/neutral/bearish), key risks, and conviction (high/medium/low).
Related skills
Wind Mcp SkillGive their AI coding agent instant access to comprehensive Chinese and global equity, fund, bond, and macroeconomic data from Wind.56.4k67
Upgrade StripeSafely upgrade their Stripe API version and SDKs without introducing breaking changes.51.9k1.7k
Recipe Create Expense TrackerInstantly create a ready-to-use Google Sheets expense tracker with headers, sample data, and sharing permissions.23.9k30k
Backtesting FrameworksCreate realistic event-driven backtesters that simulate order execution, slippage, commissions, and position tracking before committing capital to a trading strategy.13.2k38.2k
Grimoire PolymarketQuery live Polymarket odds, search events, and manage conditional order flow directly from Claude or Cursor without leaving the IDE.11.9k6
CoinglassGive their AI coding agents real-time access to crypto derivatives market data such as funding rates, open interest, long/short ratios, liquidations, and futures OHLC h11.3k18How it compares
Pick fx-carry-trade for qualitative carry screening with live FX data; use dedicated backtesting or execution tooling for automated strategy deployment.
FAQ
What does fx-carry-trade output?
Carry profile tables across tenors, vol surface summary, and recommendations with conviction levels.
When should I use it?
When analyzing carry trade opportunities with spot, forward, vol surface, and historical FX data.
Is fx-carry-trade safe to install?
Review the Security Audits panel on this page before installing in production.