From 4bf127eba54e7dbfabd72fe3d9932653a9db3d5d Mon Sep 17 00:00:00 2001
From: you-n-g <you-n-g@users.noreply.github.com>
Date: Sun, 13 Feb 2022 20:22:05 +0800
Subject: [PATCH] Some links about high-frequency trading (#884)

* Some links about high-frequency trading

* Update highfreq.rst

* Update highfreq.rst

* Update highfreq.rst
---
 docs/component/highfreq.rst | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/docs/component/highfreq.rst b/docs/component/highfreq.rst
index 19184a10a..9f6ffb29d 100644
--- a/docs/component/highfreq.rst
+++ b/docs/component/highfreq.rst
@@ -28,4 +28,11 @@ The frequency of trading algorithm, decision content and execution environment c
 Example
 ===========================
 
-An example of nested decision execution framework for high-frequency can be found `here <https://github.com/microsoft/qlib/blob/main/examples/nested_decision_execution/workflow.py>`_.
\ No newline at end of file
+An example of nested decision execution framework for high-frequency can be found `here <https://github.com/microsoft/qlib/blob/main/examples/nested_decision_execution/workflow.py>`_.
+
+
+Besides, the above examples, here are some other related work about high-frequency trading in Qlib.
+
+- `Prediction with high-frequency data <https://github.com/microsoft/qlib/tree/main/examples/highfreq#benchmarks-performance-predicting-the-price-trend-in-high-frequency-data>`_
+- `Examples <https://github.com/microsoft/qlib/blob/main/examples/orderbook_data/>`_ to extract features form high-frequency data without fixed frequency.
+- `A paper <https://github.com/microsoft/qlib/tree/high-freq-execution#high-frequency-execution>`_ for high-frequency trading.