forex-carry
CommunityCapture FX carry with smart risk controls.
Finance & Accounting#risk management#diagnostics#forex#carry trade#yield capture#currency allocation
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill addresses the complexities of FX carry trading by providing structured workflows for capturing yield differentials while managing funding, roll, and crash risks.
Core Features & Use Cases
- Carry Basket Construction: Build portfolios that capitalize on interest rate differentials.
- Return Attribution: Decompose performance into carry, spot, and basis effects.
- Risk Management: Implement safeguards against drawdowns and policy shocks.
- Use Case: When constructing a carry basket, use this skill to ensure positions are allocated considering funding sensitivity and potential crash risks.
Quick Start
Run the forex carry diagnostics script with your input data.
Dependency Matrix
Required Modules
pandasargparsejson
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: forex-carry Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#forex-carry Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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