[nesu]

Wait. This is not HFT. There's a huge difference between automated and high frequency trading. What he does is only automated scalping at best (or at the fastest).

Automated trading is more on strategy, while HFT has more to do with volume and speed. With automated trading, you predict price movements. HFT involves being a liquidity provider. You don't use market technical indicators in HFT, you wait for some really huge orders.

HFT firms won't bother him. Those are dealing with an entirely different set of algorithms. He should have contacted brokers instead.

[crucialfelix]

quite true. but HFT has become a buzzword like "the cloud" and even many financial industry specialists claim to do HFT but in fact they are just market making. auto-scalping or even hedge funds that day trade with robots are not HFT.

this: http://books.google.de/books?id=dobO95EBcqsC&redir_esc=y

even though its over 10 years old, is real HFT. moving correlations, windowed FFT (of bid and transaction events), microscopic operators, negative first-order autocorrelation of returns.

it is NOT about supplying liquidity or being a market maker. that's just market makers trying to say they are in on the latest trend.