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High Frequency Trading in MMORPG Markets using Luigi, Pandas, and Scikit learn

Description

PyData Chicago 2016

In this talk I’ll describe the system I developed to implement a basic algorithmic trading strategy in the in-game market of an online, multi-player video game. Using this toy model, I’ll walk through the steps involved in setting up a data pipeline with Luigi, analyzing the resulting data with pandas, and identifying important factors and features with scikit-learn.

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