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  1. Skills
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  3. anthropics
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  5. financial-services-plugins
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  7. Fx Carry Trade

Fx Carry Trade

Editor's Note

This walks you through the full carry trade workflow: spot price, forward curves across tenors, vol surfaces, and historical context, then computes carry-to-vol ratios to find risk-adjusted opportunities. It chains together six MCP tools in sequence, from fx_spot_price through tscc_historical_pricing_summaries, and outputs structured tables showing annualized carry, ATM vol, risk reversals, and butterflies across 1M to 1Y tenors. The honest take: carry-to-vol is the right lens for these trades, and the systematic tool chaining means you're not hunting through Bloomberg tabs. Best for evaluating G10 pairs when you need more than just the interest rate differential and want vol surface context baked in.

Install

npx skills add https://github.com/anthropics/financial-services-plugins --skill fx-carry-trade
Votes
0
Installs519
GitHub Stars23.4k
Categories
Backend & APIsGit & Pull RequestsAI & Agent BuildingDebuggingAutomation & WorkflowsMobile DevelopmentGoFinance & Trading
First SeenMay 16, 2026
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