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Toolset

Toolset

Learn about how we deploy a unique approach to time series analysis on Sigma-L. Merging the great insight of JM Hurst with modern techniques of signal processing, our time frequency analysis is a bespoke and powerful microscope for financial markets
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Understanding Charts on Sigma-L: Essentials
Our time frequency analysis is a bespoke technique which utilises techniques from several scientific fields. In this article we explain some of the…
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Hacking the Uncertainty Principle: Time Frequency
Wavelet convolution is a powerful signal processing tool, used on Sigma-L to examine cycles in markets that are changing in power and frequency over…
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The Moving Average - Band Pass Filter
The bandpass is the most powerful of the filter types we can exploit using the simple moving average. Learn how to design your own bandpass in this…
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The Moving Average - High Pass Filter
Learn how a correctly plotted moving average can be inverted to reveal high frequency components of a signal.
The Moving Average - Using Reflection
One way to mitigate the digital filter lag inherent in a correctly plotted moving average is to 'reflect' the signal. Read how to do it in this article.
The Moving Average - Done Right
Discover how to supercharge the simple moving average in your analysis
The Principle of Nominality
Here we examine how JM Hurst arrived at the framework we often use to perform phasing analysis on financial markets
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