Actually, it ain't that bad. Back when quotes ran a fortune, and the exchange fees were rather hefty .... office overhead, etc.
Only way to write them off. Lots of people, wherein their sole activity(s) was trading did so. Never really had much of a problem. I mean, you get a 1099 from each of your accounts. Nothing like the bookkeeping necessary for stocks. Expenses ... invoices, copies of checks .... line 'em all up and you're good to go.