Fx Carry Trade

anthropics/financial-services-pluginsOfficial

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.

skills.sh installs: 853
GitHub stars: 33.5K
last updated: Jul 14, 2026

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Install

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

Installs into .claude/skills of the current project.

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.