In the High Frequency trading (HF) strategy, the HF trader uses her superior speed to process information and to post limit sell and buy orders. A unique characteristic to HF trading is that the strategies are designed to hold close to no inventories over very short periods of time (seconds, minutes, or at most one day) to avoid both exposure to markets after close and to post collateral overnight. Thus, profits are made by turning over positions very quickly to make a very small margin per roundtrip transaction (buy followed by a sell or vice-versa), but repeating it as many times as possible during each trading day. The goal of this notebook is to implement a simulation of a High Frequency Trading strategy in Python and to compare the results of different parameters.