[jackbrian]

This is the best answer if you're looking into the field as a career. Within any subset you would be at a competitive disadvantage trading on your own whether its due to speed (HFT), execution costs (market making), or very expensive/exclusive datasets (machine learning). There's learning benefits to trading on your own, but you will most likely lose money and would have to keep it within certain bounds (i.e. daily position updates). As neuronsguy said, the best strategy is to be demonstrably smart/interested.