Why Dual-Market Coverage Matters
India has 90M+ registered equity investors. The US has 160M+ brokerage accounts. An increasing number of investors are active in both markets — yet almost no analytical tool is built for both natively.
"Natively" is the key word. There's a difference between a tool that supports both markets and one that is built for both from the ground up.
What "Natively Built" Actually Means
Separate EOD sync pipelines. India's NSE/BSE data, corporate actions, regulatory filings, and sectoral indices have different cadences, formats, and data hygiene challenges than US NYSE/NASDAQ data. A single pipeline attempting to normalize both will introduce errors. We run separate pipelines for each.
Separate currency pricing. INR and USD are not just different units — they carry different macro contexts. RBI policy, INR/USD dynamics, and India's rate cycle are distinct from Fed policy and USD strength. Our pricing layer reflects this correctly in every score.
Market-specific regime framing. India's macro regime is driven by RBI posture, GST data, FII flows, and domestic consumption signals. The US macro regime reflects Fed posture, yield curve, credit spreads, and global risk appetite. A single regime label does not transfer cleanly between markets.
Market-specific mutual funds. India has one of the world's largest mutual fund ecosystems. 100% of India's mutual fund universe is covered in LyraIQ. US mutual funds and ETFs are covered to a comparable level.