By Almost all known econometric models applied on a long term basis on financial forex market do not work sufficiently. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyzes are not done on the non equidistance date but rather on the aggregate date, which is also not a real financial case. Almost all known prediction models are not stable for longer in treading on the financial forex market. In this chapter 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. Our approach is inspired by the contemporary movements in the string theory. Inter-strings information transfer is analyzed as an analogy with dynamic of prices or currency at specified exchange rate options.