Depends on overall strategy.
A corporation MIGHT be good IF you’re doing a lot of trading and want to minimize taxes on INCOME. But that also depends on how you intend on moving funds out of the corporation and/or reinvesting them. And, it COULD end up more headaches with management and accounting than worth it, depending on exactly what you’re up to.
Sole proprietorship could be a simpler option. OR, in Canada, you don’t even have to actually register a proprietorship to still treat yourself like a business for tax purposes and write off expenses.
Again - many factors, depends on larger gameplan, and good to consult with multiple parties to gain different perspectives to help inform well...