If you are holding Malaysia citizenship and you are NOT a permanent resident of US (or working as temporary worker in US or reside more than 180 days in US), if you have profits of the US stocks, you are NOT subject to capital gains. However, if the stocks that you owned have dividends and if you collect cash from US companies, those are subject to 30% tax by US govt.

Also, I think Malaysia will also tax you when you bring home your profits become those are considered income and is subject to income tax. (ahem..there are ways to do this under the radar.. but that's out of topic for now.    )

I opened a trading account in Singapore with Phillip Capital.
Can trade US, Spore, HK, Tokyo pun boleh.

Live quite some more. I don't know if there are any brokers in Msia that provides live quotes for foreign stock exchange.

I am not clear on this either.. I think if you bring in a large sum of money (eg. >1million).. I'm sure
it will attract the Inland Revenue dept because banks maybe required to report those types of transaction due
to anti-money laundering laws.

Trust that LHDN will want a piece of that money that you are bring in.
They'll find a way or excuse the tax the crap out of you. X^D