As an individual over even the fastest internet connection there is no way you can do High Frequency Trading. You need latencies of sub-millisecond to do this. The guys that do do this have very expensive hardware co-located at the exchanges. All this costs a LOT of money (a friend of mine who developed an HFT platform for a large bank reckoned you'd need about a million bucks to have even a vague chance of comepeting). Additionally it's also VERY risky, and not the free lunch it's portrayed in the media. You're "picking up pennies in front of the steam-roller" - one mistake and you're f*cked. And trust me, mistakes get made: if an order doesn't fill/complete and you're left with an outright position you can lose a lot of money very rapidly.

So forget HFT. However yes there may be opportunites for relative value / alpha / rich-cheap type analyses, which AI/ML could help you with. But bare in mind that markets are often "confounding" - and never do what they are supposed to. So play carefully.

Edit: I should also add that HFT requires a very fundamental knowledge/understanding of contracts and their pricing (mostly futures), how exchanges match and fill orders, how curves are constructed, how the markets operate and so on.