Skip to content

Commit 46182b5

Browse files
committed
docs: update the docs.
1 parent fee5d87 commit 46182b5

File tree

3 files changed

+11
-0
lines changed

3 files changed

+11
-0
lines changed

README.rst

+3
Original file line numberDiff line numberDiff line change
@@ -168,6 +168,9 @@ Tutorials
168168
* `Guéant–Lehalle–Fernandez-Tapia Market Making Model and Grid Trading <https://hftbacktest.readthedocs.io/en/latest/tutorials/GLFT%20Market%20Making%20Model%20and%20Grid%20Trading.html>`_
169169
* `Making Multiple Markets <https://hftbacktest.readthedocs.io/en/latest/tutorials/Making%20Multiple%20Markets.html>`_
170170
* `Risk Mitigation through Price Protection in Extreme Market Conditions <https://hftbacktest.readthedocs.io/en/latest/tutorials/Risk%20Mitigation%20through%20Price%20Protection%20in%20Extreme%20Market%20Conditions.html>`_
171+
* `Level-3 Backtesting <https://hftbacktest.readthedocs.io/en/latest/tutorials/Level-3%20Backtesting.html>`_
172+
* `Market Making with Alpha - Order Book Imbalance <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Order%20Book%20Imbalance.html>`_
173+
* `Queue-Based Market Making in Large Tick Size Assets <https://hftbacktest.readthedocs.io/en/latest/tutorials/Queue-Based%20Market%20Making%20in%20Large%20Tick%20Size%20Assets.html>`_
171174

172175
Examples
173176
========

docs/index.rst

+6
Original file line numberDiff line numberDiff line change
@@ -171,6 +171,9 @@ Tutorials
171171
* `Guéant–Lehalle–Fernandez-Tapia Market Making Model and Grid Trading <https://hftbacktest.readthedocs.io/en/latest/tutorials/GLFT%20Market%20Making%20Model%20and%20Grid%20Trading.html>`_
172172
* `Making Multiple Markets <https://hftbacktest.readthedocs.io/en/latest/tutorials/Making%20Multiple%20Markets.html>`_
173173
* `Risk Mitigation through Price Protection in Extreme Market Conditions <https://hftbacktest.readthedocs.io/en/latest/tutorials/Risk%20Mitigation%20through%20Price%20Protection%20in%20Extreme%20Market%20Conditions.html>`_
174+
* `Level-3 Backtesting <https://hftbacktest.readthedocs.io/en/latest/tutorials/Level-3%20Backtesting.html>`_
175+
* `Market Making with Alpha - Order Book Imbalance <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Order%20Book%20Imbalance.html>`_
176+
* `Queue-Based Market Making in Large Tick Size Assets <https://hftbacktest.readthedocs.io/en/latest/tutorials/Queue-Based%20Market%20Making%20in%20Large%20Tick%20Size%20Assets.html>`_
174177

175178
Examples
176179
========
@@ -262,6 +265,9 @@ Please see the `roadmap <https://github.com/nkaz001/hftbacktest/blob/master/ROAD
262265
tutorials/Making Multiple Markets
263266
tutorials/Probability Queue Models
264267
tutorials/Risk Mitigation through Price Protection in Extreme Market Conditions
268+
tutorials/Level-3 Backtesting
269+
tutorials/Market Making with Alpha - Order Book Imbalance
270+
tutorials/Queue-Based Market Making in Large Tick Size Assets
265271
tutorials/examples
266272

267273
.. toctree::

examples/Level-3 Backtesting.ipynb

+2
Original file line numberDiff line numberDiff line change
@@ -5,6 +5,8 @@
55
"id": "270bb6de-d948-44d4-ae42-20dfd4112677",
66
"metadata": {},
77
"source": [
8+
"# Level-3 Backtesting\n",
9+
"\n",
810
"The Level-3 feed data for HftBacktest is built from DataBento's CME Market-By-Order data"
911
]
1012
},

0 commit comments

Comments
 (0)