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Check your abilities. Consider if you really like conducting research. Assess your computer operating skills. Check if you're good at typing, spelling and writing. These are the key skills you'll need if you plan to conduct research yourself.
Train yourself. Visit the website of the Association of Independent Information Professionals (AIIP). Find out which training programs you can attend to equip yourself with database-researching skills. Alternatively, take up the interactive tutorial offered by the NASA Industrial Application Centre (NIAC) to get on-job training. The common databases used for research include LexisNexis, Dialog, Factiva, WestLaw and OCLC. Most of these charge usage per hour. Get trained to perform quick searches at minimum costs.
Finalize how you'll operate. Working part time means you have the buffer of income from other sources. Keep your job while you build up your information brokering business. Over a period of time, as you bag more contracts, graduate to working on your business full time.
Pick area of specialization. Select areas you're competent
in --- choose these as your specialization. If you have a legal background, concentrate on legal research. If you're from the medical field, pick areas like research on new drugs or the developments in surgical techniques. As you gain confidence, diversify into other related areas and increase the scope of your services. From merely finding and sorting information, go on to offer analyzing and writing solutions.
Get hardware and software ready. Make sure your computer is in good working condition. Have it serviced, if required -- you won't be able to afford the time once you start work on your projects. Sign up to the databases you'll be researching from.
Market your business: Sign up for the membership program of AIIP. Network with others on the program and locate freelance work. Locate key players in your field of work. Contact them with a proposal to meet their information needs. Make use of contacts you know from your workplace and offer to do freelance projects for them. Start a website that lists your services.