Brain signals are very low ~mV. Because of that it is necessary to use amplifier, like ADS1299. Arduino doesn't have that aplifier so it is impossible to measure such low signals.
But you can build your own board using ATmega (from Arduino) and ASD1299.
EEG is in the microvolt range, say 1 to 80 or so microvolts. EMG / ECG is generally in the millivolt range. So there are some tutorials on arduino acquisition.
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