As an American citizen working in Canada I have the same problem on the other side of the fence. My work permit is tied to my Canadian employer and it is not possible for me to get a work permit as a self employed worker or an entrepreneur.

From what I understand this is a fairly universal problem with immigration policy. Most developed countries are unwilling hand over work permits for hopes and dreams. I wish there was a way around this but as far as I know you cannot start a company without permanent residency.