HFT is a game of speed and low fees. Not a single individuals broker can offer substantial speed (microseconds count) and fees (cents count). It is a game for p

HFT is a game of speed and low fees. Not a single individuals broker can offer substantial speed (microseconds count) and fees (cents count). It is a game for prime brokers and big institutionals. Moreover it is true that some exchanges (like NYSE) offer lower latencies for a serious monthly fee (not the one an individual can afford). Thus I don't think one person can solve all these complexities, however this topic is a good startup field with lots of ineffeciencies and unsolved problems. Algorithmic trading is an option, though needs careful research on topics of broker setup (InteractiveBrokers should be a good starting point, ThinkOrSwim is another good one, both has rather tolerant programming APIs) and software for time series analysis and trading (among the most popular are Marketcetera and WealthLab + lots of libraries like Incanter and Weka). On some of these topics http://elitetrader.com http://elitetrader.com forum should be helpful.