I've read that it's best to feed them infusoria until they get big enough for baby brine shrimp. Infusoria are microscopic creatures that inhabit almost any outdoor plant and will grow in so called green water. To make the green water, you put a piece of straw or whatever in a jar full of water and let it sit there in the sunshine. When i tried it in Phoenix this summer, all the water evaporated in a day or two. Next time, I'll bring the jar inside. I hope somebody reading this will have a more informed suggestion, because I want to raise some paradise fish, which start out as small as Bettas.
