Hello there, I've been reading this forum for some time now, yet this is my first post. I'm an algo trader with rather poor experience. Somehow I've managed to make a few profitable systems and now I'm trying to run them as close to HFT as possible. They work on every liquid market and achieve better results on lower time frames (bellow 1 minute). Thought I would ask for some advices how to achieve higher frequency (for now an avg trade lasts 43 secs). I ofc know that HFT means measuring trades in nanosecs, but I want to get as close to it as possible. Here is what Im using so far: - self-made FIX engine (build in python) - LD4 colocated server with fiber conection to order matching engines - Im using an STP/ECN broker witch gives me access to a liquidity pools composed from 17 big banks and hedge funds -Im trading only EURUSD and XAUUSD futures, execution times are around 30/40 milisecs What stops me from trading more frequent are spreads, commissions and executions times, so If anyone has any advice what and how to trade to avoid (minimalise) these it would be appreciated a lot Basically I'm looking for the most liquid instruments with the lowest possible spreads and commissions. How to get access to them and how to lower my execution times? Any other feedback from anyone experienced in this area would be more than appreciated! (just please don't write that HFT is measured is nanoseconds and restricted for big players - I know. I just want to get as close to it as possible) Cheers!