Why be an option/futures/day trader when it is zero-sum?
ctkrohn: Speaking as a trader at a major Wall Street firm... if you want a job that will allow you to relax, or if you aren't interested in "working to stay ahead," it's best to stay away from trading.  Seriously.  The hours aren't quite as bad as the investment banking/corporate finance guys, but I work 13+ hours a day, and my hours are not atypical for a junior guy.  If you aren't going to work as hard as the competition, you'd better find some way to be smarter than them.If you are interested in getting into option trading, make sure you understand it cold.  Know what delta, gamma, vega, and theta are.  Understand the relationship between these parameters and the price of an option: be able to explain it intuitively, and be able to derive the relationship from an option pricing formula.  Understand implied volatility and the connection between vol and option prices.  Build a simple Black-Scholes pricer to allow you to compute your own implied vol.  Know why the vol surface has the shape it does.  Make sure you realize that volatility is directional: vol goes up when markets go down.  If you are playing index options vs. single-name options, make sure you understand your correlation risk.  The list goes on and on.Options are interesting, though, because they allow you to trade volatility.  Vol is a more complicated thing than simple price movement, so if you understand it well you could have an edge over your competition.Finally... I think trading is a good job choice for young, ambitious, and numerically minded people.  Seems like there are a lot of readers like that here... maybe I'll write a more detailed article about this sort of thing later.