HFT Trading is an expensive proposition even for trading firms so I doubt individual investors can participate. Last I heard that it can cost you upward of $10K

HFT Trading is an expensive proposition even for trading firms so I doubt individual investors can participate. Last I heard that it can cost you upward of $10K/mo to locate a HFT server in a low latency location (a primary requirement for HFT). If by HFT, you are referring to quantitative trading then there are several sites like Think or Swim, Ninja Trader, etc that you can use. There is lot of research literature available online for Quantitative Trading ideas.