Ask HN: Is it feasible to do high-frequency trading as an individual?
recommended by 2 users | 2010 | 91 points by antichaos | markets | original thread |

My stock broker offers a programming API. The trading fee is close to $10/order. With that price point, it seems pretty expensive to do high-frequency algo trading. Are there any much cheaper options for me to experiment with hi-freq trading? Or is it a dumb idea that I should give up?

2 users recommended this thread. What they said:
philk Jul 15, 2010 | on: Poll: How do you use the comments and articles on HN? | context

I understand what you're saying, but I think the signal:noise ratio on HN is better than most other places on the web.

Plus, there's still plenty of quality, detailed comments. For example in this thread:

http://news.ycombinator.com/item?id=1517339

The first comment I see is both the longest and highest rated. It also contains quite a lot of worthwhile information.

Sukotto Aug 2, 2011 | on: Bootstrapping an Ultra Low Latency Trading Firm, Part 2 | context

Nice post veyron. Please keep it up.

For those interested, here's some other good reading on this topic while you wait for veyron's next post :)

- http://www.technologyreview.com/blog/mimssbits/25308/ Using textual analysis

- http://www.institutionalinvestor.com/Article/2593339/Markets... Article on HFT

- http://news.ycombinator.com/item?id=1517339 Ask HN: Is it feasible to do high-frequency trading as an individual?

- http://www.reddit.com/r/IAmA/comments/9s9d7/iama_100_automat... I bootstrapped an automated trading firm ama

- http://quant.stackexchange.com/

- http://bitstat.wordpress.com/