It is not easy. Meaning, you need to have adequate finances for it. To operate a crypto exchange in the United States, you would need a Money Transmitter License in each state (including the BitLicense in New York). This would legally allow you to operate an exchange in the United States. There may be SEC / FINRA guidelines, but I am not an expert on those. The other alternatives are to seek a bank-led sponsorship (which will still not cover you for New York, as they have a very specific license for it), or you can work with a licensed Trust Company that has the appropriate banking relationships in place to enable you to run your own crypto exchange. Even for Trust companies, you have to obtain a legal opinion if the coverage provided by a Trust company will suffice, and as with the banks, the State of NY will not be covered. 

Most exchanges have little or no traffic, and they strongly believe that by accessing the United States market would be the differentiator. It takes literally US$ 100,000/year to get license sponsorship in the US (not counting NY). Many startup exchanges simply do not have that kind of money. Those that do, can indeed enter one of the most lucrative markets in the world, without paying millions for the privilege.