That game is incredibly tricky and I doubt I could have come up with this set up for an engine myself. What Obi Wan Bonogi is doing is using Horse Traders as virtual coin while he clears out his deck with Loan. Horse Traders, being ideal for getting to $5, let's him set up a small Hunting Party stack so he can play his Loan again and again and again. He doesn't buy any other treasure until he's gotten rid of 5 of his Coppers and instead relies on the Horse Traders and big hand sizes to keep his money at a useful level. Once most of his Coppers are gone he uses activated Cities, an Expand, and a minimal amount of treasure to ramp up really quickly.
I think Jfrisch made a tactical error when he bought out all the FGs. He should have left some Fool's Golds behind so Obi Wan would have had to buy them to activate Cities himself (which would have hurt the power of his Hunting Parties). Obi Wan could have just bought them with his extra Buys and then Expanded or Loaned them out, but that would have really slowed him down. Not sure if that would have really swung the game hugely as Obi Wan's deck is just so well crafted to work off Kingdom synergies. A Fool's Gold deck doesn't get along as well with Hunting Party, Loan and Expand, as Obi Wan's engine does.
That is a beautiful engine, and his ability to see and then craft it is probably why Obi Wan is such a strong player.