Furthermore... the HFT market participants are not using CPU-intensive calculations to win consistently. They are using simple calculations(eg 6-period SMA) and

Furthermore... the HFT market participants are not using CPU-intensive calculations to win consistently. They are using simple calculations(eg 6-period SMA) and extremely low latency to win. They are competing with other HFT participants to get their order on the inside bid/ask before everyone else. At it's core, macro-level algorithmic trading is answering a question with only 2 possible answers, at any point in time...the question is, will the next tick be either "up" or "down".