HFT (high-frequency trading) is a buzz-word that's being thrown around, but what I think you're really asking is whether automated trading is possible for indiv

HFT (high-frequency trading) is a buzz-word that's being thrown around, but what I think you're really asking is whether automated trading is possible for individual investors. The infrastructre and costs of HFT (hardware, co-location, etc.) are enormously high and as far as I know only institutions can compete on this level. However, if you have an algorithm that has an edge that does not depend on millisecond level execution, you're just talking about automated trading and this is very achievable by an individual. Many brokers offer APIs to service this market. For example, Interactive Brokers has a commonly used API that has a sizable community of people working with it. About 6 years ago, I developed an automated trading system with a friend who was a self-employed day trader at the time. It was a very interesting project and quite successful for a while. However, as time passed, markets changed and so did the profitability of our algo. At our peak we were doing 10k profit/month after commissions, but it was short-lived. There are several communities, such as at IB, or Elite Trader, to discuss the topic of automated trading, but don't expect the helpful atmosphere you get here. It's an extremely competitive environment (even though you're almost never directly competing with the small-time investors who post on those forums) and there is much more misinformation and trolling than there is useful reading.