filter4dFiltered: Directed by Katie Combs, S. Roy Saringo. With Jenna Faller, Natalie Gerene, Lauren Parker, Bryce Nagel. A powerful, ponant, honest look atAn overview of Filtered Historical Simulation (FHS) By Giovanni Barone-Adesi & Kostas Giannopoulos. FHS is a scenario generating technique for speculative assets prices (risk factors).