On the topic of automated trading:
I strongly encourage anyone interested in real-world algorithmic trading to take a look at Quantopian.
https://www.quantopian.com/home
It's not HFT by any measure, but it manages to make algorithmic trading extremely accessible by providing a platform where users can develop their algorithms, backtest them against 13 years of market data, live trade them with paper money, or live trade with real money by linking a brokerage account.
They have also open-sourced the algorithmic trading engine used to run their platform: