[yummyfajitas]

Yes. I know of a person trading profitably with about $200k capital. The company I work for started off this way as well, and it's considerably larger than $200k. I also know of a person who went this route and had trading profits but his trading profits didn't cover expenses (he lost something in the neighborhood of $50-100k).

You'll typically need to buy a server and colocate it at your broker's datacenter.

Brokers to talk to:

http://www.limebrokerage.com/offerings/by_role_highfrequency... (This is the same Lime as LimeWire.)

http://www.gndt.com/

http://www.interactivebrokers.com/ibg/main.php

Unless you are very rich, you probably can't afford to do latency arbitrage, which is only a subset of high frequency. The capital expenses (custom routers and the like) are probably too high for individuals.

[nearestneighbor]

Thanks very much for the links!

[yummyfajitas]

Also, if you are interested in learning HFT without risking your own capital, my company is hiring. Instructions on how to apply are here (in encrypted form):

http://meshcapital.com/application.tar.gz