As others have said, I think focusing on HFT is a bad idea. You are going to be in competition with other players in the market. What are your weaknesses compar

As others have said, I think focusing on HFT is a bad idea. You are going to be in competition with other players in the market. What are your weaknesses compared to them: 1) You are alone; you are competing with teams mixing 3-4 math/physics ph.d.'s and 3-4 programmers that might implement their algos on the latest GPUs (and this is very time consuming). 2) You have no experience. You are competing with very smart people that have been playing this game for years. 3) You (probably) have little money. So you want to minimize cost of historical data acquisition, data storage, data analysis, hardware, collocation … IMH, these points pretty much rule out HF trading. You also have some advantages compared to the competition. One of them is that you have little money, so you can invest in assets that are illiquid to someone that wants to move a lot of cash. I think it is possible to trade as an individual; hard but possible. And if you are successful at some non-crazy frequency -- a few days, a few hours, a few minutes -- then, maybe, maybe have a look at HF. And another thing, if you can, go shopping for a broker with lower fees. $10/trade? It looks as if you did not do basic homework -- but mabe you live in a country where that's the cheapest you can get.