High Frequency Peaker (HFP) radio sources are an extreme class of active galactic nuclei whose nature has not been fully understood yet. They are compact objects with a simple convex radio spectrum which turns over at frequencies well above a few GHz. In the context of evolutionary models such sources are likely to represent the earliest stage in individual radio source evolution, with typical ages of a few hundred years. However, the selection tools used to identify a source as an HFP are based on the spectral shape and can introduce a contamination by beamed blazar objects. The study of their radio properties provides us with important information on their nature and on the ambient medium in which they are evolving.