Equirus processes live NSE, BSE and global market feeds through predictive models built for speed. Get ranked signals, risk flags and position-sizing guidance without switching between six terminals.
Market Coverage
Equirus ingests price, volume and order-flow data continuously across equities, derivatives and select commodities, keeping analysis current to the second rather than the session.
Trading pairs monitored across NSE, BSE and global exchanges
Typical data refresh interval during active market hours
Continuous ingestion aligned with global trading sessions
Core signal layers: momentum, volatility and liquidity risk
Underlying data is sourced from exchange-provided feeds for NSE, BSE and MCX, supplemented by global reference pricing where relevant to cross-market positions.
Core Engine
Equirus's engine does not predict prices outright. It identifies recurring patterns in volume, spread and momentum, then scores each instrument against how similar setups resolved historically. The output is a probability-weighted ranking, not a guarantee.
Decision Support
Equirus recalculates suggested position size as volatility shifts intraday, reducing exposure automatically ahead of known high-risk windows such as results announcements or macro data releases.
Instead of pushing every threshold breach, the system ranks alerts by how closely current conditions match your active watchlist and risk tolerance, cutting noise during volatile sessions.
As correlations between holdings change, Equirus flags concentration risk and proposes adjustments that keep exposure aligned with the risk limits you set at onboarding.
Methodology
Every signal shown on the platform can be traced back to the data and logic that produced it. Here is the sequence, without the marketing gloss.
Order book, trade and volume data stream in from connected exchanges and are checked for latency, gaps and outliers before entering the model.
Pattern-matching and statistical models assess current conditions against historical precedent, producing confidence scores per instrument.
Scored signals are translated into plain-language entries, exits and risk bands, delivered to your dashboard or connected execution tool.
Use Cases
Rank liquid instruments by short-term momentum and volatility compression, refreshed through the session so setups can be acted on within minutes, not hours.
Run exposure and correlation checks across an entire book, surfacing concentration risk before it shows up in end-of-day reporting.
Test rule-based strategies against historical tick data with the same normalisation pipeline used in live analysis, reducing the gap between backtest and live results.
Frequently Asked
Under normal exchange conditions, data typically reaches the platform and produces an updated signal in under a second. Latency can increase briefly during periods of extreme exchange-side load, which is disclosed on the status page rather than hidden.
Incoming feeds are checked for missing ticks, duplicate entries and timestamp drift before being normalised. Instruments with unresolved data quality issues are flagged and excluded from scoring until corrected.
Yes. The platform exposes signal and alert data through a documented API, designed to connect with common order management and execution systems used by Indian brokerages and proprietary desks.
No. The platform produces analysis, scores and recommendations. Execution decisions remain with the trader or the connected system you configure, keeping control of order placement in your hands.
Historical tick and order-flow data is stored separately from live feeds and versioned, so backtest results reference a fixed dataset rather than data that has since been revised.
Connect your watchlist and see live-scored signals across the pairs you already trade, before deciding on a plan.
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