SKILL.md
$27
- Get Spot Rate: Call
fx_spot_pricefor the currency pair. Note bid-ask spread as a liquidity indicator.
- Price the Forward: Call
fx_forward_priceat the target tenor. Compute annualized carry from forward points.
- Map Carry Curve: Call
fx_forward_curve(list then calculate). Compute annualized carry at each tenor. Identify the sweet-spot tenor with best risk-adjusted carry.
- Assess Vol Risk: Call
fx_vol_surface. Extract ATM vol at the target tenor, 25-delta risk reversal (skew), and butterfly (tail risk). Compute carry-to-vol ratio.
- Historical Context: Call
tscc_historical_pricing_summariesfor 1Y daily data. Assess 52-week range, trend direction, and where current spot sits in the range.
- Synthesize: Combine into a carry profile with carry-to-vol ratio, vol surface signals, and historical context. Recommend entry with position sizing guidance.
Output Format
Carry Profile
Metric
1M
3M
6M
1Y
Forward Points (pips)
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Annualized Carry (%)
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ATM Implied Vol (%)
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Carry-to-Vol Ratio
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25d Risk Reversal
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Vol Surface Summary
Tenor
ATM Vol
25d Put
25d Call
RR
BF
1M
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3M
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6M
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Carry Trade Recommendation
For each recommended trade: pair and direction, tenor, annualized carry, carry-to-vol ratio, skew signal (bullish/neutral/bearish), key risks, and conviction (high/medium/low).