Yes, you can! There are some parameters with the O-1 visa you must list all the different jobs you have. That can include agent-based petition which has numerous direct employers, but you must stay employed with those listed as your direct employer, however you can have an employment relationship with your own company and as an employer of your company, your company can obtain clients and customers which you can work with. Under the O-1B if you get a deal memo, you can then receive additional deal memos that were not stated or underlined in the original petition. You can also study on the O-1 visa, most universities will allow O-1 visa holders to go to school at the university while they’re also working in their extraordinary ability.