It's not considered employment income so you're not violating TN-1 status, whether you can do it depends on whether your tax home is in the US, if it's not you need to use a Canadian broker (I think, there may be a way of using a US broker if you're non-resident, a lot of US brokers are registered in Canada).
The usual advice would be to use one of the on-line brokers, but the Patriot Act makes that tricky because financial institutions have to have a customer identification programme. There are a couple of on-line brokers in the US that will accept Canadians who are resident in the US (and by resident, you file
taxes as a resident) can't remember them off-hand, there was another thread on here that mentioned them. You have to send them a copy of your passport and other ID.
Steve.