Anything that uses the phrase "high frequency trading" is definitely out of scope for our site, and would be better for Quant SE. No one is going to effectively do HFT as part of personal finance. There are many reasons for this, but the most straightforward is that it isn't feasible, in terms of required infrastructure. It might even be irresponsible to encourage people to believe otherwise. Yes, there are special cases of very wealthy individuals, but they should get advice on this elsewhere than here, rather than from us.
"Algorithmic trading" is less clear-cut. I realize that the particular question (it was the last on the list in the question here on meta Money) was asking only about a test platform, but the fact that the question was so specific, wanted Linux, Python, whatever else, is rather localized.
Second consideration about algorithmic trading: While it isn't necessarily high-speed, it does require expensive/specialized resources. We might want to consider whether it is likely to be a realistic endeavor for any small individual investor. I found this page (it is a web site mentioned by one of the answers to that Linux-related algo trading question, from Carnegie-Mellon Stats dept, not sure if a student or staff). Take a look at the suggested configuration, and the recommendation for maximum latency time for algo trading. Maybe that is feasible for some users of this site, I'm truly not sure.
Given changes in financial markets of late, perhaps it will be more realistic in the future, even if it isn't now. I'm not saying that that thought makes me happy! I'm merely mentioning it as a possibility, depending on evolving regulation etc.