Depending on your country , you might not have to register as a business. In Australia for example, you may opt to register yourself as a trader with the tax department, meaning that you have something paraphrased as "an identifiable system of trading that you use to generate profits as an investor". As a result, you lose the ability to claim "long term" (read 1+ year) capital gains offsets, but you gain the ability to use those same trading gains as income, instead of capital gains...
What I'm saying is basically, depending on what you want to achieve, you might be able to do this as an individual with a little research, and be careful at looking into what you lose as the trade-off for any particular course of action.