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currencies-and-fx

joellewis/finance_skills

Analyze currency markets, exchange rate mechanics, and FX risk management for international portfolios. Use when the user asks about exchange rates, FX hedging, interest rate parity, carry trades, forward premiums, cross rates, or currency overlay programs. Also trigger when users mention 'strong dollar', 'weak euro', 'hedging foreign stocks', 'purchasing power parity', 'currency risk in my portfolio', 'EUR/USD', 'yen carry trade', or ask whether to hedge international investments.

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安装命令

npx skills add https://github.com/joellewis/finance_skills --skill currencies-and-fx

SKILL.md

Currencies and FX

Core Concepts

Spot Rate

The price of one currency in terms of another for immediate delivery (T+2 settlement). Quoting convention: EUR/USD = 1.10 means 1 euro costs 1.10 US dollars. Some pairs are quoted as the number of foreign currency units per dollar (USD/JPY = 150), while others are quoted as dollars per foreign unit (EUR/USD = 1.10, GBP/USD = 1.27).

Forward Rate

The agreed exchange rate for a future currency transaction, determined by the interest rate differential between the two currencies. Forward rates are not forecasts of future spot rates — they are arbitrage-determined prices that reflect the cost of carry.

Covered Interest Rate Parity (CIP)

An arbitrage condition that must hold (and empirically does, closely):

F/S = (1 + r_d) / (1 + r_f)

where F = forward rate, S = spot rate, r_d = domestic interest rate, r_f = foreign interest rate (for the same period). If CIP were violated, riskless arbitrage would be possible by borrowing in one currency, converting, investing, and locking in the return with a forward.

Uncovered Interest Rate Parity (UIP)

A theoretical (not arbitrage-enforced) condition:

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