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In particular,

http://en.wikipedia.org/wiki/Algorithmic_trading#Algorithms

has several name algorithms. I understand most HFT algorithms are proprietary but I am looking for examples of HFT strategies (even ones that don't make money anymore) just to get a sense of what it's like...

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ssrn / jstor would be a great place to start ... –  Peter Irojah Mar 15 '12 at 17:49
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no one in there right mind will share a winning strategy with a stranger on a public forum, just saying –  pyCthon Mar 20 '12 at 5:20
    
Google scholar is a good place to start btw ... scholar.google.com/… –  pyCthon Mar 20 '12 at 5:22

1 Answer 1

Haim Bodek worked for Goldman and UBS and then had his own trading firm. He has started Consulting on HFT strategies and has been mentioned in Dark Pools by Scott Patterson.

Some of his white papers are on: http://haimbodek.com/research.html

Check out the introduction to the '0+' strategy. As a previous answer stated, no one will give away a winning strategy.

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