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If we have enough capital, maybe the easiest way to make a living in gambling is just to start our own casino or gambling sites.
Contrary to the popular belief , casinos don't have huge profit margin. From my experience , they have less than 10%, after they pay all the taxes and licenses, and taxes for these kind of business are quite high. Truth to be told,i worked in Europe where taxes on these things are quite high, some specific places like Vegas or Macau might have lower taxes.
So it is not so easy, to just open casino and make easy money.
You are right. I'm already sick of hearing how much money casinos make. If it was true, anyone could borrow money, open a casino and prosper ever after. Firstly, many casinos go bankrupt. Secondly, I think that after deduction of taxes and all other expenses, they make much less than 10% of the amount wagered on their site. I even think that they make much less than 5%, actually.
As of being a professional gambler, most of them have sponsors. Very few poker players can afford hundreds of thousands USD buy-ins, so they've got that covered by rich people or companies, whom they either advertise or share the winnings with them.