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Fourier Analysis of BOSS (Global X Founder-Run Companies ETF)


BOSS (Global X Founder-Run Companies ETF) appears to have interesting cyclic behaviour every 6 weeks (.1948*sine), 6 weeks (.1833*sine), and 3 weeks (.1436*cosine).

BOSS (Global X Founder-Run Companies ETF) has an average price of 16.49 (topmost row, frequency = 0).



Click on the checkboxes shown on the right to see how the various frequencies contribute to the graph. Look for large magnitude coefficients (sine or cosine), as these are associated with frequencies which contribute most to the associated stock plot. If you find a large magnitude coefficient which dramatically changes the graph, look at the associated "Period" in weeks, as you may have found a significant recurring cycle for the stock of interest.

Right click on the graph above to see the menu of operations (download, full screen, etc.)

Fourier Analysis

Using data from 2/15/2017 to 4/16/2018 for BOSS (Global X Founder-Run Companies ETF), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
016.48807   0 
1.21018 -1.4128 (1*2π)/6262 weeks
2-.24219 -.72791 (2*2π)/6231 weeks
3-.0023 -.46202 (3*2π)/6221 weeks
4-.0962 -.24105 (4*2π)/6216 weeks
5-.09678 -.19426 (5*2π)/6212 weeks
6-.00339 -.17979 (6*2π)/6210 weeks
7-.15801 -.06706 (7*2π)/629 weeks
8.03989 -.0233 (8*2π)/628 weeks
9.09474 -.08695 (9*2π)/627 weeks
10-.0727 -.18332 (10*2π)/626 weeks
11.00756 -.19482 (11*2π)/626 weeks
12-.04716 -.07797 (12*2π)/625 weeks
13-.04759 -.05489 (13*2π)/625 weeks
14-.032 -.09089 (14*2π)/624 weeks
15-.08071 -.14329 (15*2π)/624 weeks
16-.12528 -.13122 (16*2π)/624 weeks
17-.0915 -.02643 (17*2π)/624 weeks
18-.08931 .03214 (18*2π)/623 weeks
19-.00252 .00518 (19*2π)/623 weeks
20.01083 -.09273 (20*2π)/623 weeks
21-.05801 -.07666 (21*2π)/623 weeks
22-.14364 -.06993 (22*2π)/623 weeks
23-.12802 -.01649 (23*2π)/623 weeks
24-.09375 .05897 (24*2π)/623 weeks
25-.01917 -.01151 (25*2π)/622 weeks
26-.01006 -.06558 (26*2π)/622 weeks
27-.05348 -.04614 (27*2π)/622 weeks
28-.09329 -.04379 (28*2π)/622 weeks
29-.11475 -.00204 (29*2π)/622 weeks
30-.02844 .01189 (30*2π)/622 weeks
31.00256   (31*2π)/622 weeks
32-.02844 -.01189 (32*2π)/622 weeks
33-.11475 .00204 (33*2π)/622 weeks
34-.09329 .04379 (34*2π)/622 weeks
35-.05348 .04614 (35*2π)/622 weeks
36-.01006 .06558 (36*2π)/622 weeks
37-.01917 .01151 (37*2π)/622 weeks
38-.09375 -.05897 (38*2π)/622 weeks
39-.12802 .01649 (39*2π)/622 weeks
40-.14364 .06993 (40*2π)/622 weeks
41-.05801 .07666 (41*2π)/622 weeks
42.01083 .09273 (42*2π)/621 weeks
43-.00252 -.00518 (43*2π)/621 weeks
44-.08931 -.03214 (44*2π)/621 weeks
45-.0915 .02643 (45*2π)/621 weeks
46-.12528 .13122 (46*2π)/621 weeks
47-.08071 .14329 (47*2π)/621 weeks
48-.032 .09089 (48*2π)/621 weeks
49-.04759 .05489 (49*2π)/621 weeks
50-.04716 .07797 (50*2π)/621 weeks
51.00756 .19482 (51*2π)/621 weeks
52-.0727 .18332 (52*2π)/621 weeks
53.09474 .08695 (53*2π)/621 weeks
54.03989 .0233 (54*2π)/621 weeks
55-.15801 .06706 (55*2π)/621 weeks
56-.00339 .17979 (56*2π)/621 weeks
57-.09678 .19426 (57*2π)/621 weeks
58-.0962 .24105 (58*2π)/621 weeks
59-.0023 .46202 (59*2π)/621 weeks
60-.24219 .72791 (60*2π)/621 weeks



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