"When I was a little kid, my mother told me not to stare into the sun. So once when I was six, I did."
We hear Max say this in the film, and it's meaning is that his whole life he is told not to do things, but if he doesn't know why he tests it out for himself. He is a fiercely independent man who doesn't look for a handout as he desires to discover and gain results and reasoning for himself and not because someone else told him.
"It's survival of the fittest, Max, and we've got the fucking gun."
Marcy is an executive at a wall street firm that has given Max the technology in order to continue his work. But by taking this technology he has placed himself literally in the line of fire as Marcy has come to collect the number that Max has discovered in order to predict the stock market and become even more rich and make her company even more powerful. And if Max doesn't give the number she's brought someone to shoot him.
"I'm trying to understand our world. I don't deal with petty materialists like you."
Max says this to Marcy when she continues to come to his apartment to convince him to meet with her and her wall street firm. It's an ironic statement, because though Max is out for more than materialism he eventually needs their help to get his answers and takes a microchip from them in order to do so.
