Would you make more money working in finance or being a retail investor?

For those who are passionate about stocks, do you think the earning potential is higher if you go into finance as an asset manager/investment banker etc, or if you just became a retail investor and used your knowledge to invest in stocks on your own? I know a lot of finance firms don't allow their employees to trade individual stocks without permission because of insider knowledge, so wouldn't it be better to get a high paying job in another field, and then use your income to invest in stocks on your own, rather than spend your day job making money for other people and not being allowed to invest your salary?