Algorithm Active

Jim Simons The Crash Hunter

The mathematician who cracked Wall Street's code. 66% returns for 30 years. When markets crashed, his algorithms printed money.

66% Annual Returns
30Y Track Record
$25B Net Worth
1 Losing Year
Scroll to Decode
📅 Updated Feb 8, 2026
Chapter 01

From Codebreaker to Market Cracker

01
1938 — Birth of a Genius

The Pattern Obsession Begins

James Harris Simons was born in Massachusetts with an unusual gift — he saw patterns everywhere others saw chaos. By age 3, he was solving complex puzzles. By 14, he was working at a garden supply store and optimizing their entire inventory system.

IQ: Unmeasurable
02
1961 — PhD at 23

The Youngest Doctor

Jim earned his PhD in mathematics from UC Berkeley at just 23 years old. His doctoral thesis solved problems that had stumped mathematicians for decades. The academic world took notice — but Jim had other plans.

Thesis: Solved the unsolvable
03
1964-1968 — The Secret Years

Cracking Soviet Codes

During the Cold War, Jim joined the Institute for Defense Analyses — a shadowy government organization. His job? Breaking encrypted Soviet communications. He learned that hidden patterns exist everywhere. You just need the right algorithm to find them.

Clearance: Top Secret
04
1978 — The Revelation

Markets Are Just Another Code

At 40, Jim had an epiphany that would change finance forever: "If I can crack Soviet codes, why can't I crack the stock market?" The market was just another complex system with hidden patterns waiting to be decoded.

Renaissance Technologies Founded
05
1988 — The Medallion Launches

The Greatest Money Machine

Jim launched the Medallion Fund — and what happened next defied all logic. For the next 30 years, it would average 66% annual returns before fees. No other fund in history has come close.

return = unprecedented

"I wasn't looking to make a fortune. I was looking for patterns. Finding hidden order in apparent chaos — that was my obsession."

Jim Simons, Renaissance Technologies
Chapter 02

The Secret Algorithm

Renaissance Technologies is the most secretive firm on Wall Street. Employees sign lifetime NDAs. But here's what we've decoded...

Scientists, Not Traders

Jim never hired a single Wall Street trader. His team included codebreakers, astrophysicists, speech recognition experts, and statisticians. People who understood patterns — not people who understood "the market."

Zero MBAs

Data From Everywhere

Weather patterns, satellite imagery, shipping data, social media sentiment, ocean temperatures — anything that will likely predict market movements. If data existed, Renaissance collected it.

Petabytes Processed

Zero Human Emotion

The algorithm decides everything. Humans don't override the system. No panic selling. No greedy holding. No revenge trading. Pure mathematical execution.

emotion = null

Millions of Tiny Edges

Each trade makes a tiny profit — often less than 1%. But when you make thousands of trades per day, those edges compound into billions. It's not about big wins. It's about consistent small victories.

edge × volume = fortune
Chapter 03

When Markets Crashed, Jim Cashed

The true test of any trading system is how it performs when everything falls apart. Jim's algorithms didn't just survive crashes — they hunted them.

2000
Dot-Com Bubble
S&P 500
-49%
Medallion Fund
+98%
2008
Financial Crisis
S&P 500
-38%
Medallion Fund
+82%
2020
COVID Crash
S&P 500 (March)
-34%
Medallion Fund
+76%
Chapter 03.5 — The Playbook

The Simons Trading Playbook

10 battle-tested rules extracted from Jim Simons' approach. Print this. Tape it to your monitor. Follow it religiously.

01

Never Trade on "Feeling"

If your reason for entering a trade starts with "I feel like..." — close your terminal. Simons ran 0 trades on intuition. Every entry had a statistical edge backed by data. Before every trade, ask: "What's my data-backed edge here?"

Action: Write down your entry reason. If you can't express it as a number (probability, risk-reward ratio, historical win rate), don't trade.
02

Backtest Before You Risk a Single Rupee

Renaissance never deployed a strategy without running it through decades of historical data. Backtesting is your cheapest insurance. A strategy that looks genius in your head might have a 35% win rate in reality.

Action: Use TradingView Pine Script, Zerodha Streak, or Python (pandas + backtrader library) to test any strategy on at least 3 years of data before going live.
03

Small Edge × High Frequency = Fortune

Medallion's average profit per trade was tiny. But they made thousands of trades daily. You don't need a 10x bagger. A 1-2% edge executed 200 times a year with proper position sizing will change your life.

Action: Calculate your strategy's expectancy: (Win% × Avg Win) - (Loss% × Avg Loss). If positive, scale it. If negative, fix it before sizing up.
04

Your Stop Loss is Non-Negotiable

Simons' systems had hard-coded exit points. The algorithm didn't "hope." It cut. Every. Single. Time. Your biggest enemy isn't the market — it's you moving your stop loss "just a little bit more."

Action: Set your stop loss BEFORE entering. Use a bracket order (BO) or cover order (CO) on Zerodha/Groww. Make it impossible for your emotions to override.
05

Never Risk More Than 2% Per Trade

With a ₹5,00,000 account, your max loss per trade is ₹10,000. Period. Renaissance survived for 30 years because they never blew up. Position sizing isn't sexy — but it's what separates survivors from statistics.

Action: Use the formula: Position Size = (Account × 2%) ÷ (Entry - Stop Loss). Calculate this every single trade.
06

Track Every Trade Like a Scientist

Renaissance logged every trade, every variable. Your trading journal isn't optional. It's your personal algorithm. Without data on your own behavior, you're flying blind in a thunderstorm.

Action: Log: Date, Instrument, Entry/Exit Price, Reason, Emotion Level (1-10), Market Condition, Outcome, Lesson. Review weekly. Patterns will emerge.
07

Volatility is Opportunity, Not Danger

When Nifty crashes 500 points and Twitter says "MARKET DESTROYED" — that's when Simons-style systems print money. Volatility = wider price swings = bigger opportunities for systematic traders.

Action: Track India VIX daily. When VIX spikes above 20, your mean-reversion setups become gold. When VIX is below 12, reduce position sizes — low vol = choppy traps.
08

Diversify Your Edges, Not Just Stocks

Simons didn't rely on one strategy. He ran multiple uncorrelated algorithms simultaneously. If your only strategy is "buy breakouts," one regime change will wipe you out.

Action: Run at least 2-3 strategies: one momentum, one mean-reversion, one event-driven. When one stops working, the others carry the portfolio.
09

Adapt or Die — Markets Evolve

Strategies that worked in 2020 might be dead in 2026. Renaissance constantly updated their models. If your equity curve starts flattening, your edge is decaying. Don't stubbornly hold onto a dying strategy.

Action: Run rolling 3-month performance reviews on every strategy. If Sharpe Ratio drops below 0.5 for 2 consecutive months, pause and re-evaluate.
10

The Best Trade is the One You Don't Take

Simons' algorithms rejected 99% of potential trades. Your job isn't to trade more — it's to trade better. The patient sniper beats the machine-gunner every time in the markets.

Action: Set a "Trade Quality Score" (1-10) before every entry. Only execute trades scoring 7+. Review your 1-6 scores weekly — you'll be shocked how many would've been losers.
Chapter 04

The Performance Console

medallion_performance.py
# Medallion Fund Performance Analysis
# Period: 1988 - 2018
 
fund_name = "Medallion"
avg_annual_return = 66.1 # % before fees
years_trading = 30
losing_years = 1 # Only 1988
wall_street_hires = 0
scientists_hired = 300+
 
initial_investment = 1000
final_value = initial_investment * (1.66 ** years_trading)
$1,000 → $23,000,000,000 (Before Fees)

Annual Return Comparison

S&P 500 Average ~10%
Warren Buffett ~20%
Medallion Fund 66%
Chapter 05

Beyond the Algorithm

Mathematics is the lens through which we can see the hidden structure of the world. I've been fortunate to use that lens to make money — but its true value is in expanding human knowledge.

$2.7B+
Donated to Science & Education
1,800+
Math Teachers Supported
$500M
To Autism Research
The Simons Protocol

What the Quant King Taught Us

Data Beats Intuition

Let patterns guide you, not gut feelings. The market speaks in data.

Hire Different

Jim hired people Wall Street ignored and built an empire.

Remove Emotion

Algorithms don't panic, don't get greedy, don't revenge trade.

Compound Small Edges

Tiny advantages, repeated millions of times, create fortunes.

In Memoriam Jim Simons (1938 - 2024) • The algorithms continue trading
Interactive Tool

The Edge Compounder Calculator

See how Simons' "small edge × high frequency" principle works with YOUR capital. Plug in your numbers.

Results Terminal
Expectancy Per Trade:
Monthly Expected Return:
Total Trades:
Final Portfolio Value:
Total Profit:
Return on Capital:
Trader's Weapon

The Simons Pre-Trade Checklist

Check every box before entering a trade. If you can't check at least 7/10, DON'T TRADE. Screenshot this. Make it your wallpaper.

1. Edge Identified I can clearly state my statistical edge for this trade (pattern, probability, indicator confluence)
2. Risk Defined My stop loss is set. Max loss = 2% of capital. Bracket order placed.
3. Risk-Reward ≥ 1:2 My target is at least 2× my stop loss distance. Asymmetric payoff confirmed.
4. No News Event Trap No major event (RBI policy, earnings, US Fed, Budget) in next 2 hours that could nuke my position.
5. Trend Alignment My trade direction aligns with at least 2 timeframes (e.g., 15min + 1hr both bullish for a long).
6. Volume Confirms Volume is above average at the signal. No volume = no conviction = no trade.
7. Emotion Check = PASS I'm not revenge trading, FOMO-ing, or bored. My emotional state is calm and analytical.
8. Position Sized Correctly I've calculated exact lot/share quantity based on the Kelly Criterion or fixed % risk model.
9. Exit Plan Ready I know exactly when I'll exit — both at target AND at stop. No "let's see what happens."
10. Logged in Journal This trade is already recorded in my journal with entry reason, setup, and game plan.
0/10 Checks Passed
Complete the checklist
Your Daily Protocol

The Quant Trader's Daily Routine

Renaissance had a structured process. No chaos. No gut-feeling Monday mornings. Here's a routine inspired by their discipline, adapted for Indian market traders.

8:00 - 9:00 AM
Pre-Market Prep
  • Check SGX Nifty / GIFT Nifty for gap direction
  • Review US markets close (S&P, Nasdaq, DXY)
  • Scan for major news (RBI, FII/DII data, global events)
  • Check India VIX — above 18 = volatile day, tighten risk
  • Mark key levels: Previous day High/Low, pivot points, VWAP zones
9:15 - 9:30 AM
Opening Bell Protocol
  • WATCH ONLY — No trades in first 15 minutes (let amateurs trap themselves)
  • Observe opening range: high and low of first 15-min candle
  • Identify opening type: Gap Up, Gap Down, Flat, Drive, or Rejection
9:30 AM - 2:30 PM
Execution Window
  • Execute ONLY pre-planned setups from your watchlist
  • Use bracket orders — stop loss is automated, not manual
  • No new trades after 3 consecutive losses (circuit breaker rule)
  • Set alerts at levels — don't stare at screens like a zombie
3:30 - 4:30 PM
Post-Market Analysis
  • Log ALL trades in journal (winners AND losers)
  • Analyze: Did I follow my rules? Did I deviate? Why?
  • Update your running P&L and equity curve spreadsheet
  • Rate your trading day: A (followed rules) / B (minor deviation) / C (emotional)
  • Build tomorrow's watchlist with at least 3 setups
Saturday/Sunday
Weekly System Review
  • Review all trades from the week — spot recurring mistakes
  • Calculate: Win rate, avg win/loss, expectancy, max drawdown
  • Read one chapter of a trading book or study one new concept
  • Tweak strategy parameters if data shows decay (not on feeling!)
Your Arsenal

Quant Trading Starter Kit for Indian Traders

You can't build Renaissance's $100M infrastructure. But you CAN build a systematic edge for ₹0-5,000/month using these tools. No excuses.

Backtesting

Strategy Testing

  • TradingView Pine Script — Free, visual backtesting on charts (Beginner)
  • Zerodha Streak — No-code algo builder, directly connected to your Zerodha account (Beginner)
  • Python + Backtrader — Full control, free, unlimited customization (Intermediate)
  • AmiBroker + NSE data — Industry standard for serious Indian traders (Advanced)
Data Sources

Market Data

  • NSE India Website — Free bhavcopy & FII/DII data downloads
  • Kite Connect API — ₹2,000/month for real-time data via Zerodha
  • Yahoo Finance API — Free historical data (global + Indian stocks)
  • India VIX — Track at nseindia.com (free volatility indicator)
Algo Trading

Automation

  • Zerodha Streak — No coding needed, deploy algos in minutes (Free tier available)
  • Tradetron — Visual strategy builder + multi-broker support (₹500/mo)
  • AlgoZ / AlgoBulls — Python-based algo execution for Zerodha
  • Alice Blue ANT API — Free API access for algo trading
Analysis

Screening & Charts

  • ChartInk — Free stock screener with custom scan builder
  • TradingView — Free charting + community indicators
  • Sensibull — Options analytics, IV charts, strategy builder
  • Opstra — Options payoff diagrams & OI analysis
Journaling

Trade Journal

  • Google Sheets — Free, customizable, build your own tracker (Template below)
  • Notion Trading Template — Beautiful, structured journaling
  • Edgewonk — Professional trading journal with analytics ($169/year)
  • MyTradingJournal — Indian-focused, auto-imports from Zerodha
Learning

Level Up

  • Zerodha Varsity — Best free trading education in India (Start here)
  • "The Man Who Solved the Market" — Jim Simons' biography (Must read)
  • QuantConnect LEAN — Free algo trading bootcamp
  • NSE Academy Certifications — NCFM for credibility
Free Template

Your Trade Journal Template

Copy this exact structure into Google Sheets or Notion. Track every trade. After 50 trades, patterns in your behavior will reveal themselves — just like Simons found patterns in markets.

trade_journal_template.csv
# === TRADE JOURNAL TEMPLATE ===
# Copy these columns to Google Sheets
 
Column A: Date & Time
Column B: Instrument (NIFTY/BANKNIFTY/Stock)
Column C: Direction (LONG/SHORT)
Column D: Entry Price
Column E: Stop Loss Price
Column F: Target Price
Column G: Exit Price (Actual)
Column H: Qty / Lots
Column I: P&L (₹)
Column J: R-Multiple (P&L ÷ Risk)
Column K: Setup Type (Breakout/Pullback/Reversal)
Column L: Emotion Score (1-10, 1=calm, 10=tilted)
Column M: Followed Rules? (YES/NO)
Column N: Notes & Lesson Learned
 
# === WEEKLY METRICS (Separate Sheet) ===
Win Rate: =COUNTIF(I:I,">0")/COUNTA(I:I)
Avg Win: =AVERAGEIF(I:I,">0")
Avg Loss: =AVERAGEIF(I:I,"<0")< /span>
Expectancy: =(WinRate × AvgWin) - (LossRate × AvgLoss)
Max Drawdown: =MIN(Running P&L) - MAX(Running P&L before that point)
Rule Compliance: =COUNTIF(M:M,"YES")/COUNTA(M:M)

Frequently Asked Questions

Jim Simons was a mathematician and founder of Renaissance Technologies who revolutionized trading by using complex algorithms and mathematical models. His Medallion Fund achieved an unprecedented 66% average annual return over 30 years, making him one of the most successful traders in history. He's called the Quant King because he pioneered quantitative trading—using data, statistics, and computer algorithms instead of traditional fundamental analysis.

The Medallion Fund is Renaissance Technologies' flagship fund that averaged 66% annual returns before fees from 1988 to 2018. It achieved this by: (1) Hiring mathematicians and scientists instead of Wall Street traders, (2) Processing massive amounts of data to find hidden patterns, (3) Making thousands of small trades with tiny edges that compound into massive profits, (4) Removing human emotion from trading decisions, and (5) Using proprietary algorithms that adapt to changing market conditions.

While you can't replicate Renaissance's exact algorithms (they're secret and require supercomputers), Indian traders can apply Simons' core principles: (1) Backtest strategies with historical data before trading real money, (2) Focus on probability and statistics over gut feelings, (3) Remove emotion by following predetermined rules, (4) Look for small consistent edges rather than home runs, (5) Use systematic approaches like algo trading on platforms like Zerodha Streak or Tradetron. Start simple with basic mean reversion or momentum strategies.

Simons' algorithms excelled during crashes because they: (1) Detected patterns that emerge during high volatility, (2) Had no emotional attachment to positions (no panic selling), (3) Could go short just as easily as long, profiting from both up and down moves, (4) Executed trades faster than human traders, and (5) Were designed to adapt to changing market conditions. During the 2008 crisis, Medallion gained 82% while the S&P 500 fell 38%. His systems hunted volatility while others feared it.

Jim Simons passed away in 2024 at age 86, but his legacy continues. The Medallion Fund still trades using his algorithms and remains closed to outside investors—only Renaissance employees can invest. Simons donated over $2.7 billion to science, education, and autism research. Renaissance Technologies continues to operate as one of the most successful hedge funds, with the algorithms still generating exceptional returns. The fund's performance proves that systematic, data-driven trading can work for decades.

Expectancy is the single most important number in your trading. Here's the formula: Expectancy = (Win Rate × Average Win) - (Loss Rate × Average Loss). For example, if your win rate is 55%, average win is ₹2,000, and average loss is ₹1,500: Expectancy = (0.55 × 2000) - (0.45 × 1500) = ₹1,100 - ₹675 = ₹425 per trade. This means on average, you make ₹425 per trade. Multiply by your number of trades per month to project monthly income. If this number is negative, STOP trading real money and fix your strategy. Simons' edge was tiny per trade but massively positive due to volume.

For beginners wanting to apply Simons-inspired systematic trading in India: (1) Zerodha Streak — Best no-code option, create strategies with simple conditions, backtest free, and deploy live with your Zerodha account. (2) Tradetron — Visual strategy builder supporting multiple brokers, community marketplace of strategies, starts at ₹500/month. (3) TradingView Pine Script — Free, learn basic coding to build indicators and backtest on charts. (4) For Python users, combine Kite Connect API (₹2,000/month) with the pandas and backtrader libraries for full control. Start with Streak if you have zero coding experience, and graduate to Python as you grow.

You can start learning with as little as ₹10,000-25,000 in equity cash segment. For options trading (where most systematic retail strategies work), you need ₹1-2 lakhs minimum due to margin requirements. For Nifty/BankNifty options selling strategies, budget ₹3-5 lakhs minimum. Here's the Simons approach to capital: (1) Start with paper trading for 1 month (₹0), (2) Move to micro-positions with ₹25,000-50,000 for 3 months, (3) Scale to ₹1-2 lakhs only after proving 60+ trades are profitable, (4) Never scale beyond what your strategy's max drawdown can handle. Remember: Renaissance's Medallion Fund started with just $20 million. Prove the edge first, then scale.

Here's a beginner-friendly mean reversion strategy inspired by Simons' approach: The RSI Mean Reversion Setup: (1) Use a 15-minute chart on Nifty 50 or BankNifty, (2) When RSI(14) drops below 30, wait for it to cross back above 30 — that's your buy signal, (3) Set stop loss at the recent swing low, (4) Target: when RSI reaches 50-60 zone OR 1:2 risk-reward, whichever comes first, (5) Only take this setup between 9:30 AM and 2:30 PM. Backtest this on TradingView first for 6 months of data. You'll typically get a 50-60% win rate with a positive expectancy. This is NOT financial advice — always paper trade first and use proper risk management.

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