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Fourier Analysis of GLTR (ETFS Physical Precious Metal Ba)


GLTR (ETFS Physical Precious Metal Ba) appears to have interesting cyclic behaviour every 26 weeks (1.4343*sine), 21 weeks (1.238*sine), and 26 weeks (1.0955*cosine).

GLTR (ETFS Physical Precious Metal Ba) has an average price of 75.72 (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 10/22/2010 to 3/20/2017 for GLTR (ETFS Physical Precious Metal Ba), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
075.72122   0 
13.07867 19.5903 (1*2π)/336336 weeks
2-1.69522 5.37918 (2*2π)/336168 weeks
3.18398 1.31356 (3*2π)/336112 weeks
4-3.59038 3.28121 (4*2π)/33684 weeks
5-2.95853 -.64664 (5*2π)/33667 weeks
6.11227 1.76787 (6*2π)/33656 weeks
7-.20155 1.75072 (7*2π)/33648 weeks
8-.28632 -.35281 (8*2π)/33642 weeks
91.54121 .9903 (9*2π)/33637 weeks
10.32519 .76159 (10*2π)/33634 weeks
11-.25585 .97769 (11*2π)/33631 weeks
12-.60005 -.07234 (12*2π)/33628 weeks
131.09555 -1.43427 (13*2π)/33626 weeks
14.96318 .77858 (14*2π)/33624 weeks
15.20248 -.17843 (15*2π)/33622 weeks
16-.15013 1.23795 (16*2π)/33621 weeks
17.41316 1.15411 (17*2π)/33620 weeks
18-.19319 .7734 (18*2π)/33619 weeks
19-.59909 .22152 (19*2π)/33618 weeks
20-.61193 .30021 (20*2π)/33617 weeks
21-.57863 .21621 (21*2π)/33616 weeks
22-.58246 -.74545 (22*2π)/33615 weeks
23.33172 -.35845 (23*2π)/33615 weeks
24.4761 .12106 (24*2π)/33614 weeks
25.09279 .89919 (25*2π)/33613 weeks
26-.56116 .75258 (26*2π)/33613 weeks
27-.14498 .07637 (27*2π)/33612 weeks
28-.41179 .13239 (28*2π)/33612 weeks
29.13883 -.48717 (29*2π)/33612 weeks
30.65866 .08992 (30*2π)/33611 weeks
31.09063 .45318 (31*2π)/33611 weeks
32-.25616 .7317 (32*2π)/33611 weeks
33-.67786 .10101 (33*2π)/33610 weeks
34.09701 .00654 (34*2π)/33610 weeks
35.07407 .31431 (35*2π)/33610 weeks
36.43353 -.74247 (36*2π)/3369 weeks
37.51338 -.04292 (37*2π)/3369 weeks
38.14996 .18739 (38*2π)/3369 weeks
39.06262 .27248 (39*2π)/3369 weeks
40.34511 .3745 (40*2π)/3368 weeks
41-.29925 .49092 (41*2π)/3368 weeks
42.08409 -.12857 (42*2π)/3368 weeks
43.06061 .28672 (43*2π)/3368 weeks
44.07068 .45485 (44*2π)/3368 weeks
45.13234 .12284 (45*2π)/3367 weeks
46-.37888 .36097 (46*2π)/3367 weeks
47-.33893 .37482 (47*2π)/3367 weeks
48-.22689 .07291 (48*2π)/3367 weeks
49-.20151 -.20926 (49*2π)/3367 weeks
50.18424 -.44141 (50*2π)/3367 weeks
51.53741 -.26156 (51*2π)/3367 weeks
52.54404 .29183 (52*2π)/3366 weeks
53.06647 .2576 (53*2π)/3366 weeks
54-.13205 .41078 (54*2π)/3366 weeks
55-.1582 .23608 (55*2π)/3366 weeks
56.11223 .16656 (56*2π)/3366 weeks
57-.27191 .22932 (57*2π)/3366 weeks
58.01198 .04033 (58*2π)/3366 weeks
59.04455 .06407 (59*2π)/3366 weeks
60-.18246 -.01648 (60*2π)/3366 weeks
61.28016 -.03618 (61*2π)/3366 weeks
62.28058 .17609 (62*2π)/3365 weeks
63.29785 -.10051 (63*2π)/3365 weeks
64.22371 .2147 (64*2π)/3365 weeks
65-.03072 -.07226 (65*2π)/3365 weeks
66.15225 .02417 (66*2π)/3365 weeks
67-.09985 .24549 (67*2π)/3365 weeks
68.23397 -.01151 (68*2π)/3365 weeks
69-.21932 .16247 (69*2π)/3365 weeks
70-.17265 -.04615 (70*2π)/3365 weeks
71-.0343 .01742 (71*2π)/3365 weeks
72.00674 -.00167 (72*2π)/3365 weeks
73.08252 .06574 (73*2π)/3365 weeks
74.0015 .05111 (74*2π)/3365 weeks
75-.05561 .05288 (75*2π)/3364 weeks
76.16584 .21209 (76*2π)/3364 weeks
77-.08408 .055 (77*2π)/3364 weeks
78-.0163 .14507 (78*2π)/3364 weeks
79.23518 .04198 (79*2π)/3364 weeks
80.09079 .07064 (80*2π)/3364 weeks
81.05564 .07907 (81*2π)/3364 weeks
82-.25136 .2881 (82*2π)/3364 weeks
83-.42691 -.07196 (83*2π)/3364 weeks
84-.18726 -.11851 (84*2π)/3364 weeks
85.0027 -.23641 (85*2π)/3364 weeks
86.20303 -.14672 (86*2π)/3364 weeks
87.29058 .02255 (87*2π)/3364 weeks
88.03525 .15508 (88*2π)/3364 weeks
89.05401 .07341 (89*2π)/3364 weeks
90-.03062 .05835 (90*2π)/3364 weeks
91-.09115 -.07277 (91*2π)/3364 weeks
92.06431 .04771 (92*2π)/3364 weeks
93-.02507 -.04606 (93*2π)/3364 weeks
94-.114 -.01332 (94*2π)/3364 weeks
95.02935 .11939 (95*2π)/3364 weeks
96-.14471 -.07705 (96*2π)/3364 weeks
97.08074 -.06506 (97*2π)/3363 weeks
98.01225 -.24266 (98*2π)/3363 weeks
99.11471 -.04363 (99*2π)/3363 weeks
100.06111 -.08228 (100*2π)/3363 weeks
101.16925 .03533 (101*2π)/3363 weeks
102.14775 .0705 (102*2π)/3363 weeks
103.08354 .21279 (103*2π)/3363 weeks
104-.07813 .00175 (104*2π)/3363 weeks
105.0261 .05975 (105*2π)/3363 weeks
106-.07754 -.09024 (106*2π)/3363 weeks
107-.01775 -.07305 (107*2π)/3363 weeks
108-.00513 -.02443 (108*2π)/3363 weeks
109.1005 -.09287 (109*2π)/3363 weeks
110.00476 .161 (110*2π)/3363 weeks
111-.03172 .08761 (111*2π)/3363 weeks
112.13717 .09727 (112*2π)/3363 weeks
113-.04175 .00495 (113*2π)/3363 weeks
114.13754 -.01097 (114*2π)/3363 weeks
115.1295 .01999 (115*2π)/3363 weeks
116-.02713 .05155 (116*2π)/3363 weeks
117-.03009 .11824 (117*2π)/3363 weeks
118-.09711 .00192 (118*2π)/3363 weeks
119-.10395 -.00319 (119*2π)/3363 weeks
120-.01567 -.04791 (120*2π)/3363 weeks
121.02368 .00015 (121*2π)/3363 weeks
122-.0483 .08484 (122*2π)/3363 weeks
123.02553 .08781 (123*2π)/3363 weeks
124-.08661 -.00244 (124*2π)/3363 weeks
125.07552 -.04695 (125*2π)/3363 weeks
126.23805 .02191 (126*2π)/3363 weeks
127.16434 .11739 (127*2π)/3363 weeks
128.04524 -.01209 (128*2π)/3363 weeks
129-.07523 .10659 (129*2π)/3363 weeks
130-.10709 .12724 (130*2π)/3363 weeks
131-.11379 -.05274 (131*2π)/3363 weeks
132.02111 -.1259 (132*2π)/3363 weeks
133.04014 -.03332 (133*2π)/3363 weeks
134-.02184 -.10039 (134*2π)/3363 weeks
135.08112 -.00937 (135*2π)/3362 weeks
136.04559 .03165 (136*2π)/3362 weeks
137.10121 -.05529 (137*2π)/3362 weeks
138.08821 -.08104 (138*2π)/3362 weeks
139.17879 .10349 (139*2π)/3362 weeks
140.03762 .09445 (140*2π)/3362 weeks
141.07958 .09768 (141*2π)/3362 weeks
142.00026 .13691 (142*2π)/3362 weeks
143-.01045 -.06562 (143*2π)/3362 weeks
144.09455 .0953 (144*2π)/3362 weeks
145-.10398 .10517 (145*2π)/3362 weeks
146-.12431 -.05941 (146*2π)/3362 weeks
147-.09175 -.11377 (147*2π)/3362 weeks
148.07105 -.16325 (148*2π)/3362 weeks
149.08476 -.14066 (149*2π)/3362 weeks
150-.00076 .00466 (150*2π)/3362 weeks
151.14684 -.0121 (151*2π)/3362 weeks
152.01293 .01321 (152*2π)/3362 weeks
153-.02587 .0229 (153*2π)/3362 weeks
154.06865 .107 (154*2π)/3362 weeks
155-.14899 -.0141 (155*2π)/3362 weeks
156.04026 -.16862 (156*2π)/3362 weeks
157.1102 -.12094 (157*2π)/3362 weeks
158.07875 -.03476 (158*2π)/3362 weeks
159.06731 -.03973 (159*2π)/3362 weeks
160.07646 .04573 (160*2π)/3362 weeks
161.07089 .00856 (161*2π)/3362 weeks
162-.00925 -.08631 (162*2π)/3362 weeks
163.14667 -.24495 (163*2π)/3362 weeks
164.33797 .00504 (164*2π)/3362 weeks
165.12457 .08429 (165*2π)/3362 weeks
166.04143 .16703 (166*2π)/3362 weeks
167-.03035 .08046 (167*2π)/3362 weeks
168-.01268   (168*2π)/3362 weeks
169-.03035 -.08046 (169*2π)/3362 weeks
170.04143 -.16703 (170*2π)/3362 weeks
171.12457 -.08429 (171*2π)/3362 weeks
172.33797 -.00504 (172*2π)/3362 weeks
173.14667 .24495 (173*2π)/3362 weeks
174-.00925 .08631 (174*2π)/3362 weeks
175.07089 -.00856 (175*2π)/3362 weeks
176.07646 -.04573 (176*2π)/3362 weeks
177.06731 .03973 (177*2π)/3362 weeks
178.07875 .03476 (178*2π)/3362 weeks
179.1102 .12094 (179*2π)/3362 weeks
180.04026 .16862 (180*2π)/3362 weeks
181-.14899 .0141 (181*2π)/3362 weeks
182.06865 -.107 (182*2π)/3362 weeks
183-.02587 -.0229 (183*2π)/3362 weeks
184.01293 -.01321 (184*2π)/3362 weeks
185.14684 .0121 (185*2π)/3362 weeks
186-.00076 -.00466 (186*2π)/3362 weeks
187.08476 .14066 (187*2π)/3362 weeks
188.07105 .16325 (188*2π)/3362 weeks
189-.09175 .11377 (189*2π)/3362 weeks
190-.12431 .05941 (190*2π)/3362 weeks
191-.10398 -.10517 (191*2π)/3362 weeks
192.09455 -.0953 (192*2π)/3362 weeks
193-.01045 .06562 (193*2π)/3362 weeks
194.00026 -.13691 (194*2π)/3362 weeks
195.07958 -.09768 (195*2π)/3362 weeks
196.03762 -.09445 (196*2π)/3362 weeks
197.17879 -.10349 (197*2π)/3362 weeks
198.08821 .08104 (198*2π)/3362 weeks
199.10121 .05529 (199*2π)/3362 weeks
200.04559 -.03165 (200*2π)/3362 weeks
201.08112 .00937 (201*2π)/3362 weeks
202-.02184 .10039 (202*2π)/3362 weeks
203.04014 .03332 (203*2π)/3362 weeks
204.02111 .1259 (204*2π)/3362 weeks
205-.11379 .05274 (205*2π)/3362 weeks
206-.10709 -.12724 (206*2π)/3362 weeks
207-.07523 -.10659 (207*2π)/3362 weeks
208.04524 .01209 (208*2π)/3362 weeks
209.16434 -.11739 (209*2π)/3362 weeks
210.23805 -.02191 (210*2π)/3362 weeks
211.07552 .04695 (211*2π)/3362 weeks
212-.08661 .00244 (212*2π)/3362 weeks
213.02553 -.08781 (213*2π)/3362 weeks
214-.0483 -.08484 (214*2π)/3362 weeks
215.02368 -.00015 (215*2π)/3362 weeks
216-.01567 .04791 (216*2π)/3362 weeks
217-.10395 .00319 (217*2π)/3362 weeks
218-.09711 -.00192 (218*2π)/3362 weeks
219-.03009 -.11824 (219*2π)/3362 weeks
220-.02713 -.05155 (220*2π)/3362 weeks
221.1295 -.01999 (221*2π)/3362 weeks
222.13754 .01097 (222*2π)/3362 weeks
223-.04175 -.00495 (223*2π)/3362 weeks
224.13717 -.09727 (224*2π)/3362 weeks
225-.03172 -.08761 (225*2π)/3361 weeks
226.00476 -.161 (226*2π)/3361 weeks
227.1005 .09287 (227*2π)/3361 weeks
228-.00513 .02443 (228*2π)/3361 weeks
229-.01775 .07305 (229*2π)/3361 weeks
230-.07754 .09024 (230*2π)/3361 weeks
231.0261 -.05975 (231*2π)/3361 weeks
232-.07813 -.00175 (232*2π)/3361 weeks
233.08354 -.21279 (233*2π)/3361 weeks
234.14775 -.0705 (234*2π)/3361 weeks
235.16925 -.03533 (235*2π)/3361 weeks
236.06111 .08228 (236*2π)/3361 weeks
237.11471 .04363 (237*2π)/3361 weeks
238.01225 .24266 (238*2π)/3361 weeks
239.08074 .06506 (239*2π)/3361 weeks
240-.14471 .07705 (240*2π)/3361 weeks
241.02935 -.11939 (241*2π)/3361 weeks
242-.114 .01332 (242*2π)/3361 weeks
243-.02507 .04606 (243*2π)/3361 weeks
244.06431 -.04771 (244*2π)/3361 weeks
245-.09115 .07277 (245*2π)/3361 weeks
246-.03062 -.05835 (246*2π)/3361 weeks
247.05401 -.07341 (247*2π)/3361 weeks
248.03525 -.15508 (248*2π)/3361 weeks
249.29058 -.02255 (249*2π)/3361 weeks
250.20303 .14672 (250*2π)/3361 weeks
251.0027 .23641 (251*2π)/3361 weeks
252-.18726 .11851 (252*2π)/3361 weeks
253-.42691 .07196 (253*2π)/3361 weeks
254-.25136 -.2881 (254*2π)/3361 weeks
255.05564 -.07907 (255*2π)/3361 weeks
256.09079 -.07064 (256*2π)/3361 weeks
257.23518 -.04198 (257*2π)/3361 weeks
258-.0163 -.14507 (258*2π)/3361 weeks
259-.08408 -.055 (259*2π)/3361 weeks
260.16584 -.21209 (260*2π)/3361 weeks
261-.05561 -.05288 (261*2π)/3361 weeks
262.0015 -.05111 (262*2π)/3361 weeks
263.08252 -.06574 (263*2π)/3361 weeks
264.00674 .00167 (264*2π)/3361 weeks
265-.0343 -.01742 (265*2π)/3361 weeks
266-.17265 .04615 (266*2π)/3361 weeks
267-.21932 -.16247 (267*2π)/3361 weeks
268.23397 .01151 (268*2π)/3361 weeks
269-.09985 -.24549 (269*2π)/3361 weeks
270.15225 -.02417 (270*2π)/3361 weeks
271-.03072 .07226 (271*2π)/3361 weeks
272.22371 -.2147 (272*2π)/3361 weeks
273.29785 .10051 (273*2π)/3361 weeks
274.28058 -.17609 (274*2π)/3361 weeks
275.28016 .03618 (275*2π)/3361 weeks
276-.18246 .01648 (276*2π)/3361 weeks
277.04455 -.06407 (277*2π)/3361 weeks
278.01198 -.04033 (278*2π)/3361 weeks
279-.27191 -.22932 (279*2π)/3361 weeks
280.11223 -.16656 (280*2π)/3361 weeks
281-.1582 -.23608 (281*2π)/3361 weeks
282-.13205 -.41078 (282*2π)/3361 weeks
283.06647 -.2576 (283*2π)/3361 weeks
284.54404 -.29183 (284*2π)/3361 weeks
285.53741 .26156 (285*2π)/3361 weeks
286.18424 .44141 (286*2π)/3361 weeks
287-.20151 .20926 (287*2π)/3361 weeks
288-.22689 -.07291 (288*2π)/3361 weeks
289-.33893 -.37482 (289*2π)/3361 weeks
290-.37888 -.36097 (290*2π)/3361 weeks
291.13234 -.12284 (291*2π)/3361 weeks
292.07068 -.45485 (292*2π)/3361 weeks
293.06061 -.28672 (293*2π)/3361 weeks
294.08409 .12857 (294*2π)/3361 weeks
295-.29925 -.49092 (295*2π)/3361 weeks
296.34511 -.3745 (296*2π)/3361 weeks
297.06262 -.27248 (297*2π)/3361 weeks
298.14996 -.18739 (298*2π)/3361 weeks
299.51338 .04292 (299*2π)/3361 weeks
300.43353 .74247 (300*2π)/3361 weeks
301.07407 -.31431 (301*2π)/3361 weeks
302.09701 -.00654 (302*2π)/3361 weeks
303-.67786 -.10101 (303*2π)/3361 weeks
304-.25616 -.7317 (304*2π)/3361 weeks
305.09063 -.45318 (305*2π)/3361 weeks
306.65866 -.08992 (306*2π)/3361 weeks
307.13883 .48717 (307*2π)/3361 weeks
308-.41179 -.13239 (308*2π)/3361 weeks
309-.14498 -.07637 (309*2π)/3361 weeks
310-.56116 -.75258 (310*2π)/3361 weeks
311.09279 -.89919 (311*2π)/3361 weeks
312.4761 -.12106 (312*2π)/3361 weeks
313.33172 .35845 (313*2π)/3361 weeks
314-.58246 .74545 (314*2π)/3361 weeks
315-.57863 -.21621 (315*2π)/3361 weeks
316-.61193 -.30021 (316*2π)/3361 weeks
317-.59909 -.22152 (317*2π)/3361 weeks
318-.19319 -.7734 (318*2π)/3361 weeks
319.41316 -1.15411 (319*2π)/3361 weeks
320-.15013 -1.23795 (320*2π)/3361 weeks
321.20248 .17843 (321*2π)/3361 weeks
322.96318 -.77858 (322*2π)/3361 weeks
3231.09555 1.43427 (323*2π)/3361 weeks
324-.60005 .07234 (324*2π)/3361 weeks
325-.25585 -.97769 (325*2π)/3361 weeks
326.32519 -.76159 (326*2π)/3361 weeks
3271.54121 -.9903 (327*2π)/3361 weeks
328-.28632 .35281 (328*2π)/3361 weeks
329-.20155 -1.75072 (329*2π)/3361 weeks
330.11227 -1.76787 (330*2π)/3361 weeks
331-2.95853 .64664 (331*2π)/3361 weeks
332-3.59038 -3.28121 (332*2π)/3361 weeks
333.18398 -1.31356 (333*2π)/3361 weeks
334-1.69522 -5.37918 (334*2π)/3361 weeks

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