My small piece of thought:
First, predict prices, demand and supply over time with some algorithm (depending on difficulty level can be, for example, current values, some linear/exponential interpolated values, etc...).
Second, determine which strategy yields more profit over certain period of time (second parameter of AI -- short-term or long-term investor). Can be used some weighting here.
Third, for advanced AI, can be organized some feedback loop. I.e. update prediction with determined strategy and recalculate strategy anew. Or even calculate strategy for all players coupled with prediction (write optimization problem and get differential equations from it).