The author discusses their adventures in algorithmic trading on the Runescape Grand Exchange, a game they have enjoyed since childhood. They created a bot using machine learning techniques to automatically execute trades, detailing the components, trading algorithms used, and results of experiments. They highlight the Grand Exchange’s market chaos and 1% tax applied to all executed sell offers. Components of the bot include JS, Java, and Python applications. The author established a baseline method before testing random forest and neural network regression models, with random forest outperforming the others. Surprisingly, the random forest generated the highest profit/hour despite constraints. Training data and code are available for those interested.
https://tristanrhodes.com/blog/Adventures-in-Algorithmic-Trading-on-the-Runescape-Grand-Exchange