I would say it would be extremely difficult to start a HFT program nowadays. I actually created a profitable system in 2009.. I ended up making around $500k but

I would say it would be extremely difficult to start a HFT program nowadays. I actually created a profitable system in 2009.. I ended up making around $500k but by 2010, I was making less and less money each month no matter what I did to try and improve the system. I finally turned it off completely about 3 months ago. I think the problem is there is simply no "dumb" volume in the market and everyone is just competing against other HFT arbitrage programs.