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longbridge-fx-carry

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🇺🇸

Original

English
🇨🇳

Translation

Chinese

longbridge-fx-carry

longbridge-fx-carry

FX carry-trade analysis — evaluate interest-rate differential, historical carry returns, and key risks for currency pairs.
Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.
外汇套息交易（FX carry-trade）分析——评估货币对的利差、历史套息收益及关键风险。
响应语言：匹配用户输入语言——简体中文 / 繁体中文 / 英文。

When to use

使用场景

Trigger on prompts asking about:
  • FX carry trade opportunities — "AUD/JPY 套息机会", "carry trade 机会", "FX carry strategy"
  • Interest-rate differential between currencies — "利差交易", "interest rate differential"
  • High-yield vs low-yield currency pairing — "高息货币", "high yield currency"
  • Carry trade risk (unwind scenarios) — "套息交易风险", "carry unwind"
For plain FX spot rates defer to 
longbridge-fx
. For equity market correlation defer to 
longbridge-correlation
.
当用户询问以下内容时触发：
  • 外汇套息交易机会 — "AUD/JPY 套息机会", "carry trade 机会", "FX carry strategy"
  • 货币间利差 — "利差交易", "interest rate differential"
  • 高息与低息货币配对 — "高息货币", "high yield currency"
  • 套息交易风险（平仓场景） — "套息交易风险", "carry unwind"
若仅查询即期汇率，请调用 
longbridge-fx
。若查询股市相关性，请调用 
longbridge-correlation
。

Common carry pairs

常见套息货币对

Pair高息货币 / High-yield低息货币 / Low-yield典型场景
AUD/JPYAUDJPYRisk-on carry
NZD/USDNZDUSDCommodity carry
MXN/JPYMXNJPYEM carry
TRY/USDTRYUSDHigh-risk EM
BRL/JPYBRLJPYEM carry
If unsure of exact flag names, run 
longbridge <subcommand> --help
before proceeding.
货币对高息货币 / High-yield低息货币 / Low-yield典型场景
AUD/JPYAUDJPY风险偏好型套息
NZD/USDNZDUSD商品关联套息
MXN/JPYMXNJPY新兴市场套息
TRY/USDTRYUSD高风险新兴市场
BRL/JPYBRLJPY新兴市场套息
若不确定具体命令参数，请先运行 
longbridge <subcommand> --help
。

Workflow

工作流程

  1. Identify the carry pair(s) from the user's prompt; default to AUD/JPY, NZD/USD, MXN/JPY if unspecified.
  2. Fetch current spot rates for all relevant currencies.
  3. Look up prevailing benchmark interest rates (use embedded knowledge or 
    longbridge macro
    if available).
  4. Calculate annualised carry yield: 
    (high-yield rate − low-yield rate)
    .
  5. Fetch historical FX price data (60 days) to estimate realised volatility.
  6. Compute simplified Sharpe: 
    carry_yield / annualised_vol
    .
  7. Assess tail-risk scenarios (rapid JPY strength / EM stress / risk-off unwind).
  8. Output structured summary.
  1. 从用户提问中识别套息货币对；若未指定，默认使用AUD/JPY、NZD/USD、MXN/JPY。
  2. 获取所有相关货币的当前即期汇率。
  3. 查询当前基准利率（使用内置知识或调用
    longbridge macro
    ，若可用）。
  4. 计算年化套息收益率：
    (高息货币利率 − 低息货币利率)
    。
  5. 获取历史外汇价格数据（60天）以估算实际波动率。
  6. 计算简化夏普比率：
    套息收益率 / 年化波动率
    。
  7. 评估尾部风险场景（日元快速走强 / 新兴市场压力 / 风险规避型平仓）。
  8. 输出结构化总结。

CLI

CLI

bash
undefined
bash
undefined

Spot exchange rates

即期汇率

longbridge exchange-rate --format json
longbridge exchange-rate --format json

Historical FX price series (if supported by the CLI)

历史外汇价格序列（若CLI支持）

longbridge kline <FX_PAIR> --period day --count 60 --format json
undefined
longbridge kline <FX_PAIR> --period day --count 60 --format json
undefined

Output

输出格式

Present for each pair:
Pair      Carry Yield   60d Volatility   Est. Sharpe   Signal
─────────────────────────────────────────────────────────────
AUD/JPY      3.2%           8.4%            0.38       Moderate
NZD/USD      2.1%           6.2%            0.34       Moderate
MXN/JPY      8.5%          14.1%            0.60       High / Risky
Follow with a narrative covering: current macro environment, carry unwind risks, position sizing guidance.
为每个货币对展示如下内容：
Pair      Carry Yield   60d Volatility   Est. Sharpe   Signal
─────────────────────────────────────────────────────────────
AUD/JPY      3.2%           8.4%            0.38       Moderate
NZD/USD      2.1%           6.2%            0.34       Moderate
MXN/JPY      8.5%          14.1%            0.60       High / Risky
后续附上叙述内容，涵盖当前宏观环境、套息平仓风险、仓位规模指导。

Error handling

错误处理

Situation简体回复繁體回復English reply
FX pair not supported该货币对暂不支持，请尝试其他主要货币对。該貨幣對暫不支援，請嘗試其他主要貨幣對。This FX pair is not supported — try a major currency pair.
Historical FX data unavailable历史汇率数据不可用，仅提供当前利差分析。歷史匯率數據不可用，僅提供當前利差分析。Historical FX data unavailable — providing current differential only.
command not found: longbridge
请安装 longbridge-terminal 或通过 MCP 连接。請安裝 longbridge-terminal 或透過 MCP 連線。Install longbridge-terminal or connect via MCP.
not logged in
请运行 
longbridge auth login
。		請執行 
longbridge auth login
。		Run 
longbridge auth login
.
场景简体回复繁體回復English reply
不支持该货币对该货币对暂不支持，请尝试其他主要货币对。該貨幣對暫不支援，請嘗試其他主要貨幣對。This FX pair is not supported — try a major currency pair.
历史汇率数据不可用历史汇率数据不可用，仅提供当前利差分析。歷史匯率數據不可用，僅提供當前利差分析。Historical FX data unavailable — providing current differential only.
command not found: longbridge
请安装 longbridge-terminal 或通过 MCP 连接。請安裝 longbridge-terminal 或透過 MCP 連線。Install longbridge-terminal or connect via MCP.
not logged in
请运行 
longbridge auth login
。		請執行 
longbridge auth login
。		Run 
longbridge auth login
.

MCP fallback

MCP fallback

If 
longbridge
binary is not found, fall back to 
mcp__longbridge__exchange_rate
for spot rates.
若未找到
longbridge
二进制文件， fallback至
mcp__longbridge__exchange_rate
获取即期汇率。

Related skills

相关技能

  • longbridge-fx
    — plain FX spot rates
  • longbridge-correlation
    — cross-asset correlation
  • longbridge-volatility-strategy
    — options-implied volatility surface
  • longbridge-fx
    — 单纯即期汇率查询
  • longbridge-correlation
    — 跨资产相关性分析
  • longbridge-volatility-strategy
    — 期权隐含波动率曲面分析

File layout

文件结构

skills/longbridge-fx-carry/
└── SKILL.md
skills/longbridge-fx-carry/
└── SKILL.md