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As an individual it is unlikely. Your best bet would be to develop an algorithm with massive amounts of recent historical data that shows you could hypothetically be profitable. Shop that to trading firms or angel investors and use their capital to get a direct feed. You probably won't be able to do this to a major exchange, but there are lots of other options. If you find a smaller market you can also potentially get a market maker agreement. This will mean that you have to have certain positions open at all times, but you can place any orders you want in addition to those, and all of them will have $0 fees.

All that said, I would suggest you stick with vanilla algo trading to start, and leave HFT to the big boys (until you are one).



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