The currency market is the largest financial market in terms of trading volume due to the extensive participation of companies, governments, and investors. In this chapter, we demonstrate how to apply a quantamental approach and nonlinear analysis to construct an alpha model and portfolio for thirteen major currencies of developed economies. As mentioned in the first chapter, history matters for quantamental analysis and especially for nonlinear investing. Following this guideline, in this chapter, we first introduce the modern foreign exchange (FX) market, focusing on its emergence, products, special features, trading platforms, and recent developments. We then explore fundamental and quantitative aspects of currency investing and present a linear and a nonlinear currency alpha model in sequence. The nonlinear alpha model through a quantamental approach adds about 25% value on an annual basis compared with a linear model. The chapter concludes by analyzing currency portfolio characteristics derived from the nonlinear alpha model, with a live currency product as the target.