Not sure why you want an asymmetrical cable like a 'J' cable but it doesn't have to be shielded unless you know you'll be using it in an environment that would benefit from shielding.
You'll need one conductor for the left and right channels and one for the ground for a total of 3 wires minimum for a TRS setup.
You can use different materials. (E.g.) silver for the right and left channels and copper for the ground to save money.
Hopefully I understood your questions correctly.
Thanks for your reply.
I am going to make a Bowers&Wilkins P5 cable, so it must be asymetrical.
Why "three wires minimum"? That can be more?
Choice for ground metal have an effect on sound?
Edited by Fingerling - 12/9/13 at 4:08am