More than two millennia ago the famous Chinese Strategist and Philosopher Sun Tzu (Sun Zi) wrote the classic work on military strategy, The Art of War. Now, The strategies and philosophical thoughts in the original book could be interpreted and adopted in different areas of our daily life. One of the most important areas to apply Sun Zi's strategies and philosophical principles is in the economy especially in the investment banking. By learning Sun Zi's thoughts, one the most respected strategist in the history, company executives and private investors can take advantage of Sun Zi's wisdom.