  Overwhelming majority of econometric models applied on a long term basis in
the financial forex market do not work sufficiently well. The reason is that
transaction costs and arbitrage opportunity are not included, as this does not
simulate the real financial markets. Analyses are not conducted on the non
equidistant date but rather on the aggregate date, which is also not a real
financial case. In this paper, we would like to show a new way how to analyze
and, moreover, forecast financial market. We utilize the projections of the
real exchange rate dynamics onto the string-like topology in the OANDA market.
The latter approach allows us to build the stable prediction models in trading
in the financial forex market. The real application of the multi-string
structures is provided to demonstrate our ideas for the solution of the problem
of the robust portfolio selection. The comparison with the trend following
strategies was performed, the stability of the algorithm on the transaction
costs for long trade periods was confirmed.
