  We devise a USDCHF trading strategy using the dynamics of gold as a filter.
Our strategy involves modelling both USDCHF and gold using a coupled hidden
Markov model (CHMM). The observations will be indicators, RSI and CCI, which
will be used as triggers for our trading signals. Upon decoding the model in
each iteration, we can get the next most probable state and the next most
probable observation. Hopefully by taking advantage of intermarket analysis and
the Markov property implicit in the model, trading with these most probable
values will produce profitable results.
