It depends on your goals and time horizon on the types of trades you want to do.
For high risk/ hi reward (IE day trading) you should read and learn on trading OPTIONS and E Mini Futures. Both have a lot of risk especially if you dont know what your doing you will lose your money very quickly. The advantage though if you know or can handle risk the return you can get is very high compared to investing in stocks or mutual funds. This type of investment requires little starting capital as options/futures are leveraged vehicles.
For low risk and having a long term time horizon you can invest in quality dividend paying companies which every year grow/increase the dividend and reinvest the dividend. Long term because of growth of dividend(income) and reinvestment your cost basis becomes close to 0 and your income increases exponentially. The issue with this type of investment is you have to have a long term horizon and understand asset allocation (which investments to pick as part of a diversified portfolio). Also this type investment requires at 10K+ starting capital to understand what your doing.
A book a recommend to read for those who are just starting out on investing is
The Single Best Investment: Creating Wealth with Dividend Growth
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