Make a coastal city. preferably next to a river
1. build Great Lighthouse and Colossus Wonders in that city.
2. build all money related building; grocer, market, harbor, bank, etc...
3. Adopt Caste System, Mercantilism, and Philosophical.
4. dedicated 2-3 citizens to merchant specialist.
5. make farms next to the river and all other tiles cottages (unless you have specific ressources)
6. When you get your first and second GM, make them super-specialist merchants in that city.
7. Later in the game you might want to get Wonders that brings in more % of generating a GM, i forgot which one tho...Statue of Liberty and Eiffel Tower?.