fx-carry-trade
Evaluate FX carry trade opportunities by combining spot rates, forward points
by anthropicsFree
Description
fx-carry-trade is an agent skill from Anthropic's financial-services collection, listed on skills.sh. It evaluates currency carry trade opportunities. A carry trade earns the interest rate gap between two currencies but carries spot exchange-rate risk, so the skill combines spot rates, forward points, the volatility surface and historical prices from MCP tools. Its central metric is the carry-to-vol ratio: annualised carry divided by at-the-money implied volatility, which measures how attractive the trade is once risk is counted. The skill maps the full forward curve to find the best tenor, reads skew from the volatility surface through risk reversals and butterflies, and checks spot trends and realised volatility for direction. Its guidance treats rising volatility as the main warning sign, since carry trades are short volatility by nature. The tools supply the prices, and the agent computes the risk-adjusted figures and gives a recommendation.…
Highlights
- Carry-to-vol ratio as the core metric
- Forward curve mapped across tenors
- Volatility surface with skew and butterflies
- Spot trend and realised volatility checks
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fx-carry-trade FAQ
What does the fx-carry-trade skill do?
It evaluates whether a currency carry trade is worth holding, weighing the interest rate gap against exchange-rate and volatility risk.
How do I install it?
Run: npx skills add https://github.com/anthropics/financial-services --skill fx-carry-trade
What is the carry-to-vol ratio?
Annualised carry divided by at-the-money implied volatility. A higher ratio means more carry for each unit of volatility risk.
What is the main risk it watches for?
Rising volatility. The skill's guidance says carry trades are short volatility by nature, so higher vol is the primary risk signal.
Has it been checked for security?
skills.sh lists three audits: Gen Agent Trust Hub Pass, Socket Pass and Snyk Pass.
What are the best fx-carry-trade alternatives?
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