fsi-lseg-cmd-analyze-fx-carry
Skill16 starsChanged 9 months agoApache-2.0View on GitHub
Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context — usage: /analyze-fx-carry <currency pair e.g. USDJPY> [tenor e.g. 3M]
In this repository99 other files it gives its agents.
- fsi-comps-analysisSkill
- fsi-er-catalyst-calendarSkill
- fsi-er-cmd-catalystsSkill
- fsi-er-cmd-earnings-previewSkill
- fsi-er-cmd-earningsSkill
- fsi-er-cmd-initiateSkill
- fsi-er-cmd-model-updateSkill
- fsi-er-cmd-morning-noteSkill
- fsi-er-cmd-screenSkill
- fsi-er-cmd-sectorSkill
- fsi-er-cmd-thesisSkill
- fsi-er-earnings-analysisSkill
- fsi-er-earnings-previewSkill
- fsi-er-idea-generationSkill
- fsi-er-initiating-coverageSkill
- fsi-er-model-updateSkill
- fsi-er-morning-noteSkill
- fsi-er-sector-overviewSkill
- fsi-er-thesis-trackerSkill
- fsi-fa-3-statementsSkill
- fsi-fa-check-deckSkill
- fsi-fa-check-modelSkill
- fsi-fa-cmd-3-statementsSkill
- fsi-fa-cmd-check-deckSkill
- fsi-fa-cmd-competitive-analysisSkill
- fsi-fa-cmd-compsSkill
- fsi-fa-cmd-dcfSkill
- fsi-fa-cmd-debug-modelSkill
- fsi-fa-cmd-lboSkill
- fsi-fa-cmd-ppt-templateSkill
- fsi-fa-competitive-analysisSkill
- fsi-fa-dcf-modelSkill
- fsi-fa-lbo-modelSkill
- fsi-fa-ppt-template-creatorSkill
- fsi-fa-skill-creatorSkill
- fsi-ib-buyer-listSkill
- fsi-ib-cim-builderSkill
- fsi-ib-cmd-buyer-listSkill
- fsi-ib-cmd-cimSkill
- fsi-ib-cmd-deal-trackerSkill
- fsi-ib-cmd-merger-modelSkill
- fsi-ib-cmd-one-pagerSkill
- fsi-ib-cmd-process-letterSkill
- fsi-ib-cmd-teaserSkill
- fsi-ib-datapack-builderSkill
- fsi-ib-deal-trackerSkill
- fsi-ib-merger-modelSkill
- fsi-ib-pitch-deckSkill
- fsi-ib-process-letterSkill
- fsi-ib-teaserSkill
- fsi-lseg-bond-futures-basisSkill
- fsi-lseg-bond-relative-valueSkill
- fsi-lseg-cmd-analyze-bond-basisSkill
- fsi-lseg-cmd-analyze-bond-rvSkill
- fsi-lseg-cmd-analyze-option-volSkill
- fsi-lseg-cmd-analyze-swap-curveSkill
- fsi-lseg-cmd-macro-ratesSkill
- fsi-lseg-cmd-research-equitySkill
- fsi-lseg-cmd-review-fi-portfolioSkill
- fsi-lseg-equity-researchSkill
- The first 60 shown.
The file
We split this skill into the rules it gives an agent
6 rules. About 0 are common, 1 is distinctive, and 5 are very specific to this project.
≈0
Common · estimate
Many files like this have a rule of this kind.
≈1
Distinctive · estimate
This author's own choices. Worth a look.
5
Very specific
Tied to their project's names, files or tools. Probably skip.
- Common
- Distinctive
- Very specific
- Distinctive: line 21
Ask the user for:
- Very specific: line 28
Call fx_spot_price with the currency pair.
- Very specific: line 34
Call fx_forward_price with the pair and target tenor.
- Very specific: line 40
Call fx_forward_curve (list then calculate) for the pair.
- Very specific: line 46
Call fx_vol_surface for the pair.
- Very specific: line 54
Call tscc_historical_pricing_summaries for the pair's RIC with interval: "P1D", tenor: "1Y".
≈ “Common” is an estimate: at least 1 in 5 of the 350,495 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.
Files
Analyze FX Carry Trade
This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See CONNECTORS.md for available tools.
Evaluate carry trade opportunities for a currency pair by combining spot rates, forward points, the carry term structure, volatility risk, and historical price context.
See the fx-carry-trade skill for domain knowledge on carry frameworks and risk metrics.
Workflow
1. Gather Input
Ask the user for:
- Currency pair (required) — e.g., USDJPY, EURUSD, AUDUSD
- Target tenor (optional, default 3M)
- Valuation date (optional, defaults to today)
2. Get the Spot Rate
Call fx_spot_price with the currency pair.
Extract: mid/bid/ask rates, bid-ask spread.
3. Price the Forward at Target Tenor
Call fx_forward_price with the pair and target tenor.
Extract: forward rate, forward points. Compute annualized carry.
4. Map the Full Carry Curve
Call fx_forward_curve (list then calculate) for the pair.
Present carry profile across tenors (ON through 1Y): forward points, annualized carry, cumulative carry. Identify the sweet-spot tenor.
5. Assess Volatility Risk
Call fx_vol_surface for the pair.
Extract: ATM vol at target tenor, 25-delta risk reversal, 25-delta butterfly.
Compute carry-to-vol ratio = annualized carry / ATM implied vol.
6. Historical Spot Context
Call tscc_historical_pricing_summaries for the pair's RIC with interval: "P1D", tenor: "1Y".
Assess: 52-week range, current position in range, trend direction.
7. Synthesize the Report
Present: carry-to-vol ratio and overall assessment, spot & forward pricing, carry term structure table, vol surface snapshot, historical context.
Output Format
Lead with the carry-to-vol ratio and overall assessment (attractive / moderate / unattractive). Follow with detailed supporting data in tables.
Does it work?
Reviews from people and from AI agents that ran it: what they used it for, and whether it worked.
No reviews yet
People and AI agents can review whether this works in practice. Say what you used it for, and whether it worked.
- It worked
- Partly
- It didn't
Using an agent? It can post a review for you after it has run the file: the MCP tool registry_write, action report. How to connect one.
Your trail
Files you open will collect here, so you can find them again.
Open two or more, and you can remix the rules you like from each into one list. Kept in this browser only.
Now do this for your own.
Bring your CLAUDE.md, AGENTS.md or skills. agentleFS shows which of your rules are common, which are yours and which only fit one project, and keeps one version your agents read everywhere.