Your edge, operationalized.
EquiDrift61 gives prop traders a curated strategy library, real-time signal health monitoring, and AI-powered market intelligence — so you spend less time building infrastructure and more time capturing alpha.
The Problems Prop Traders Face
Building strategy infrastructure is expensive and slow
Backtesting environments, real-time data feeds, risk engines, and alert systems take months to build properly. Most prop traders with genuine alpha spend more time on infrastructure than on strategy research.
No early warning on signal degradation
Live strategies can drift silently from their backtest behavior — especially after market regime changes. Without real-time signal health monitoring, degradation becomes apparent only after significant drawdown has occurred.
Disconnected execution and analytics
Signal generation, risk monitoring, and execution live in different tools. Manual handoffs between systems introduce latency and errors — particularly damaging in time-sensitive NSE F&O markets.
How EquiDrift61 Solves Them
A pre-vetted library of algorithmic strategies for NSE and BSE equities, F&O (Nifty, BankNifty, MidcapNifty), and MCX commodities — all with Sharpe ratios above 3, full equity curves, monthly return heatmaps, and performance statistics.
Real-time 30-second polling of signal status with regime drift alerts. Know the moment a live strategy's behavior departs from its backtest expectations — before the drawdown materializes.
Build and customize AI research agents for FII/DII flow analysis, India VIX regime detection, sector heatmaps, and macro context — available on demand, without spending hours on data compilation.
Frequently Asked Questions
EquiDrift61's strategy ecosystem allows quant creators to list and monetize their strategies on the platform. If you have a proprietary strategy you want to track using EquiDrift61's risk and monitoring infrastructure while keeping the logic private, contact the team to discuss private strategy onboarding.
EquiDrift61 is designed for systematic strategies with second-to-minute holding periods — momentum, mean reversion, options selling, factor-based, and trend-following on NSE and BSE equities, F&O, and MCX commodities. It is not designed for ultra-high-frequency strategies that require co-location at exchange premises.
The current platform provides a curated library of pre-built and backtested strategies. Custom backtesting of user-defined strategies is on the product roadmap. The Institutional plan includes access to the team for custom strategy integration discussions.
See it in action.
Request a demo tailored to prop traders use cases — 30 minutes, no sales pressure.
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