docs: add a new example.

Author: nkaz001

README.rst

@@ -7,7 +7,7 @@ HftBacktest
 High-Frequency Trading Backtesting Tool
 =======================================
 
-This framework is designed for developing high-frequency trading and market-making strategies. It focuses on accounting for both feed and order latencies, as well as the order queue position for order fill simulation. The framework aims to provide more accurate market replay-based backtesting, based on full order book and trade tick feed data.
+This framework is designed for developing high frequency trading and market making strategies. It focuses on accounting for both feed and order latencies, as well as the order queue position for order fill simulation. The framework aims to provide more accurate market replay-based backtesting, based on full order book and trade tick feed data.
 
 Key Features
 ============
@@ -171,6 +171,7 @@ Tutorials
 * `Level-3 Backtesting <https://hftbacktest.readthedocs.io/en/latest/tutorials/Level-3%20Backtesting.html>`_
 * `Market Making with Alpha - Order Book Imbalance <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Order%20Book%20Imbalance.html>`_
 * `Market Making with Alpha - Basis <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Basis.html>`_
+* `Market Making with Alpha - APT <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20APT.html>`_
 * `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>`_
 
 Examples

ROADMAP.md

@@ -61,6 +61,6 @@
 * [ ] Example demonstrating latency-aware actions.
 * [ ] Example demonstrating the volume clock/event clock using `wait_next_feed`.
 * [ ] Example demonstrating the cross-market market-making.
-* [ ] Market making with alpha from the perspectives of statistical arbitrage and optimal execution.
+* [X] Market making with alpha from the perspectives of statistical arbitrage and optimal execution.
 * [X] Queue-position-based market making for large-tick assets.
 * [X] Update the existing examples to align with version 2.0.0.

docs/index.rst

@@ -10,7 +10,7 @@ HftBacktest
 High-Frequency Trading Backtesting Tool
 =======================================
 
-This framework is designed for developing high-frequency trading and market-making strategies. It focuses on accounting for both feed and order latencies, as well as the order queue position for order fill simulation. The framework aims to provide more accurate market replay-based backtesting, based on full order book and trade tick feed data.
+This framework is designed for developing high frequency trading and market making strategies. It focuses on accounting for both feed and order latencies, as well as the order queue position for order fill simulation. The framework aims to provide more accurate market replay-based backtesting, based on full order book and trade tick feed data.
 
 Key Features
 ============
@@ -174,6 +174,7 @@ Tutorials
 * `Level-3 Backtesting <https://hftbacktest.readthedocs.io/en/latest/tutorials/Level-3%20Backtesting.html>`_
 * `Market Making with Alpha - Order Book Imbalance <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Order%20Book%20Imbalance.html>`_
 * `Market Making with Alpha - Basis <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20Basis.html>`_
+* `Market Making with Alpha - APT <https://hftbacktest.readthedocs.io/en/latest/tutorials/Market%20Making%20with%20Alpha%20-%20APT.html>`_
 * `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>`_
 
 Examples
@@ -264,6 +265,7 @@ Please see the `roadmap <https://github.com/nkaz001/hftbacktest/blob/master/ROAD
    tutorials/Level-3 Backtesting
    tutorials/Market Making with Alpha - Order Book Imbalance
    tutorials/Market Making with Alpha - Basis
+   tutorials/Market Making with Alpha - APT
    tutorials/Queue-Based Market Making in Large Tick Size Assets
    tutorials/examples