You say "High Frequency Trading"
I say "Man in the Middle Attack."
Buyer. "buy X shares of Y" (from Seller)
300 microseconds later...
"Hello Mr Buyer, I'm the HF Trader who bought those shares 200 microseconds ago. Pay me instead".
It's no surprised trading volume doubles when HFT's turn up.
There are now 2 transactions going on for every real trade in the market.