In my experience, PCs will guard a hundred caravans before it occurs to them that trading on their own account could be more fun and lucrative. Part of this is I guess a lack of interest in the "tie-downs" that trading could imply and in the boring detail of buying and selling. There are however some good advantages. It encourages a sense of group identity - all partners of Fast and Risky Quality Merchant Co. - and can have some great "plot lines". It also changes the world outlook when strangers are first thought of as "Hey CUSTOMERS!" rather then "Arm up, enemy approaching". If you ever need to lure your players in a particular direction then a rumour of profit should be easy to manage.
PCs can be tempted into the business a bit at a time. For example: At conclusion of other business a friendly tribesman notes "Your people make good iron. If you are back this way, bring us one of your fine steel blades and I'll trade two snow leopard skins for it". $$$$ in characters eyes! The trick is to avoid the boring bits.
Some typical sorts of plots.
One potential problem is the possibilty of too much coin. Relax. Early in their career get them used to the idea that high profits come from real high risks and sometimes its better alive poor then rich and dead. ("You are surrounded by 20 young mounted warrior louts looking for trouble. They request 'presents' with broad grins. All are bow armed (and they've been training since 3 years old)". Remember that elaborate trading has high overheads in paying NPCs etc. If there is somehow got a money excess then introduce credit offered by bankers - on risky routes they will sooner or later lose a train bought on borrowed money and the overheads will put them on the back foot!