As the title suggest, how to buy stocks in other countries if I am a Malaysian? What process I need to go through? I wanna diversify my investment. Malaysia very dangerous now (1MDB) and very stagnant during "peaceful" times:cry:

Depend on which broker you want to use.

CIMB itrade do have a few foreign share market access like NASDAQ, SG and more.

Use a foreign broker, maybe from Singapore/US/UK. Their commissions are lower than Malaysian brokers. Their platforms are also better. I can recommend a good one to you but I need to know how much your capital is. Different broker has different minimum deposit amount.

Try TDAmeritrade or E*Trade

How to register for this? Do I have to report my income from these activities?

for international brokers, there is info in this etf thread:
https://forum.lowyat.net/topic/3396549/+40

currently which local platform offer the cheapest charges on foreign trading (US market)?