I am looking for some reading material about entrepreneurs (or insiders) who set up (or observed firsthand) a HFT/trading/asset pricing company, preferably from the last couple of years. How did they set up their data sources, what type of employees did they hire and other practical questions. I am not looking for some popular book that compares quants to rocket scientists (and other likewise popular quotes and page fillers), but rather practical considerations and ideas about setting up such companies. I am not considering setting up such a company myself, but I am interested in the process.
Does anyone know of such a book?