First off, rule out anything that requires much capital at all to start. Like Tom said, you can't afford to self fund a small business when the odds are stacked so high against you. We also don't know what your skill set and education level is. Perhaps you have a degree in finance and like to analyze corporate SEC filings, or maybe you have some web development skills you could put to use. If nothing else, maybe you could start an online retail business and do product reviews on youtube. Go with something that interests you, but that won't detract from your growth at your current chosen career field... that should be your real goal for the next few years.