Fx Carry Trade

This is a structured workflow for evaluating FX carry trades by chaining together spot rates, forward curves, volatility surfaces, and historical data through MCP tools. You feed it a currency pair and it walks through pricing the carry, mapping the term structure across tenors, computing carry-to-vol ratios, and overlaying skew signals from the vol surface. The output is a table of risk-adjusted metrics across 1M to 1Y and a trade recommendation with tenor, carry yield, and conviction level. It's opinionated about carry-to-vol being the key metric and treats rising vol as the primary kill signal. Use this when you need to systematically compare FX carry opportunities or justify a positioning recommendation with more rigor than eyeballing forward points.

Install to Claude Code

npx -y skills add anthropics/financial-services --skill fx-carry-trade --agent claude-code