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Adventures in algorithmic trading on the Runescape Grand Exchange
Overview Runescape has been a game near and dear to my heart since I was a child. Though I do not actively play anymore, it still functions as an interesting programming project substrate.
Most recently, I created a bot that automatically executes trades on the Grand Exchange in order to conduct market making via common machine learning techniques. Each of them record the price spreads and volumes of every item traded on the Grand Exchange over that time period and write the resulting data to a database. In order to avoid a sample ratio mismatch, I programmed the game client to choose randomly between each model type's output when ranking potential offers.
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