RamboQuant Analytics LLP
Long-term stock investments paired with a toolkit of algo-executed options strategies — covered calls, cash-secured puts, spreads, and more — using stocks and cash as margin. Stocks appreciate, premiums compound.
Partner with us
We hold high-conviction stocks for the long term, then use them — along with cash — as margin for a full toolkit of options strategies (covered calls, cash-secured puts, spreads, collars, wheels, hedges). Algo picks the right tool for the market and handles execution + risk. Two return streams: stock appreciation + option premium.
- Long stock book as the compounding base
- Multi-strategy options overlay for yield
- Live performance — real holdings, real P&L
Explore Rambo Terminal
Production quant infrastructure that executes the strategy end-to-end — stock entries, multi-leg option writes, basket-margin checks, chase fills, risk overlays. Built by one engineer; demo runs against live broker data with accounts masked.
- Broker layer isolated as its own service — strategies hot-deploy without dropping sessions
- 5-mode execution ladder — Sim → Replay → Paper → Live → Shadow
- Declarative agent grammar + 24/7 risk engine
- Black-Scholes options analytics with σ-driven payoff
- Persistent OHLCV / intraday data layer with self-healing backfill on under-coverage
- Closed-hours snapshot continuity — no blank grids, uninterrupted data visibility
Partnership Terms — at a glance
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Investment in markets is subject to risk. Past performance is not indicative of future results.