Most countries have a treaty of commerce and trade with the U.S. that gives rise to the E-2 visa. In short, you must establish a U.S. company, you and/or others from your country of citizenship must invest at least $100k in this company, the company must spend a substantial portion of this on business related expenses, and you must have a good business plan showing, among other things, the employment of U.S. workers over a 5-year period.