That’s a hard question to answer. The question is far too broad.
HFT is a combination of lots of things: low-level computer architecture knowledge, hardware engineering, computer networking, numerical computing, machine learning, super-computing, market simulation, market microstructure knowledge, risk management, financing, psychology/game-theory, etc etc.
Usually no one person is in expert in all of those areas. Usually, a firm is successful because they put together a world class team with all of those skillsets AND they’re willing to invest heavily in the right things.
And even then, it’s so competitive that you can still fail. It’s quite challenging to get everything right. There are far more ways to fail than to succeed.
I’d suggest you pick some sub-area you’re interested and focus heavily on that.
HFT is a combination of lots of things: low-level computer architecture knowledge, hardware engineering, computer networking, numerical computing, machine learning, super-computing, market simulation, market microstructure knowledge, risk management, financing, psychology/game-theory, etc etc.
Usually no one person is in expert in all of those areas. Usually, a firm is successful because they put together a world class team with all of those skillsets AND they’re willing to invest heavily in the right things.
And even then, it’s so competitive that you can still fail. It’s quite challenging to get everything right. There are far more ways to fail than to succeed.
I’d suggest you pick some sub-area you’re interested and focus heavily on that.