Institutional quant infrastructure for portfolio managers.
EquiDrift61 consolidates multi-strategy risk monitoring, AI market intelligence, and signal health tracking into a single dashboard built for AIF/PMS operators in India.
The Problems Portfolio Managers Face
No single dashboard for multi-strategy risk
Managing multiple algorithmic strategies across NSE equities, F&O, and MCX requires tracking Sharpe ratios, drawdowns, correlation, and signal health simultaneously. Spreadsheets and disconnected tools create dangerous blind spots.
Manual regime analysis is slow
FII/DII flow data, India VIX levels, global macro developments, and earnings events all affect strategy performance. Compiling a morning briefing manually takes hours that could be spent on portfolio decisions.
Drawdown alerts arrive too late
By the time a portfolio manager notices a strategy is in drawdown, significant capital may have eroded. Passive monitoring fails in fast-moving Indian F&O markets where intraday gaps can create large realized drawdowns.
How EquiDrift61 Solves Them
Portfolio health scores, PnL attribution, correlation matrix, VaR stress testing, drawdown monitor, and risk-adjusted rankings — all in one interface with real-time data.
A daily 3-bullet institutional briefing generated by Claude AI, covering FII/DII flows, India VIX regime, and key risk signals relevant to your active strategies.
Configurable drawdown thresholds with in-platform pause recommendations. When a strategy's drawdown breaches your limit, the system alerts you immediately.
30-second polling of signal status across all active strategies. Regime drift alerts fire when live signal behavior departs from backtest expectations.
Frequently Asked Questions
EquiDrift61 is a technology platform providing quantitative analysis software. It is not a SEBI-registered entity and does not provide investment advice. AIF Category III funds can use EquiDrift61 as an internal analytics and risk monitoring tool. Compliance with SEBI AIF regulations remains the fund manager's responsibility.
The strategy library includes backtested systematic strategies for NSE equities (momentum, mean reversion, factor-based), NSE F&O (options selling, directional, spread strategies), and MCX commodities (trend following on gold, silver, crude). All strategies in the library must exceed a Sharpe ratio of 3 in backtest before inclusion.
See it in action.
Request a demo tailored to portfolio managers use cases — 30 minutes, no sales pressure.
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