There are places (like Quantopian, but also more professionally-oriented) that will not only provide infrastructure but also capital if you come to them with a

There are places (like Quantopian, but also more professionally-oriented) that will not only provide infrastructure but also capital if you come to them with a trading algorithm that does well on back tests. The next step down are firms that'll give you a platform including hardware and software for the "infrastructure" bits: often called an "algo container", but lots of brokers have an API you can use to avoid needing to write feed handlers, etc. eg. Pico. Then there are heaps of providers who'll rent you servers, connectivity, rackspace, etc. You do all the software. Lucera is a trading-oriented "cloud" provider. OptionsIT or Fixnetics are infrastructure providers. Or you just go straight to the data centers -- any decent finance-oriented datacenter will have a POP for most of the venues, and you can just cross-connect. No relationship with any of the firms named -- just examples off the top of my head.