Project
Renaissance
A quantitative system built with .NET 10, ProfitDLL, ticks, backtests, strategies, and OMS/Risk. It runs in shadow mode; live execution requires explicit enablement.
- .NET 10
- ASP.NET Core
- PostgreSQL
- ClickHouse
- ProfitDLL
Can research, risk, and execution be separated from the first MVP?
Open technical case file
- Codename: Jim Simons / Medallion Fund
- .NET 10 / ASP.NET Core core
- ProfitDLL isolated in an x64 process
- Ticks, backtests, ClickHouse + PostgreSQL
- Shadow/Paper; live execution behind gates
- Experimental; not financial advice
- ARCHITECTURE
- Research and backtesting → OMS/Risk → isolated x64 adapter → broker, with separate telemetry and persistence.
- CHALLENGE
- Integrate a native DLL and tick-by-tick data without letting infrastructure failures contaminate the risk and domain layers.
- DECISION
- Run ProfitDLL in its own process and keep live execution behind explicit gates; shadow and paper are the defaults.
- NEXT SIGNAL
- Expand deterministic replays, strategy-promotion criteria, and paper-execution observability.
- DATA
- TICK-BY-TICK
- CONTROL
- OMS + RISK




