It's almost similar to saying "i want to create my own bank" minus the brick and mortar branches.

Imagine what you would need to open such a bank. Lots of computing resources, staff (really good and trustworthy staff of course), AML and KYC regs and compliance requirements for the jurisdiction you will operate in (and more if you intend to expand internationally), lawyers who can advise you about incorporation and company creation regs, people who understand financial markets... you need all of those and more.

And then, being a new exchange, the most important element: you need to build trust. You want clients to send bitcoins or altcoins to your hot wallet. That requires trust. You promise to pay them after they execute trades. That requires trust.

It's not as simple as building a website overnight.