How to improve water holding capacity of sandy soil?

Sandy soil drains fast because it has little organic matter and large pores, so the fix is to add organic matter steadily and protect the surface. Add plenty of well rotted FYM, compost and vermicompost every season, grow and plough in green manure like dhaincha or moong, and return crop residue instead of burning it, all of which build humus that holds water. Mulch the surface with straw or residue to cut evaporation and keep the soil cool. Grow cover crops in the off season so the soil is never bare. Use drip and frequent light irrigation rather than heavy flooding that just drains through. In some cases adding clay or tank silt and using soil conditioners improves retention. Over a few seasons the soil holds much more water and needs less frequent irrigation.