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Ask Shama: Advice for an independent consultant

Dear Shama,

I am finally giving up the corporate world for well…the corporate world. I am going to be an independent consultant. And, frankly, it is a daunting. I know I want to work for myself, but I am scared of going at it alone. And, without the resources I’ve grown so used to. How do I market myself? What should I watch out for? Any tips for building a successful practice?