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Fourier Analysis of TVIX (Credit Suisse AG)


TVIX (Credit Suisse AG) appears to have interesting cyclic behaviour every 33 weeks (1022584*sine), 30 weeks (528235.4*sine), and 30 weeks (388490.1*cosine).

TVIX (Credit Suisse AG) has an average price of 2,167,270 (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 11/30/2010 to 3/13/2017 for TVIX (Credit Suisse AG), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
02,167,270   0 
13,151,978 2,341,461 (1*2π)/329329 weeks
2944,174.1 2,796,581 (2*2π)/329165 weeks
3-446,069.9 1,705,602 (3*2π)/329110 weeks
4-494,563.8 403,596 (4*2π)/32982 weeks
5223,534 -213,064.9 (5*2π)/32966 weeks
6939,493.4 -46,797.58 (6*2π)/32955 weeks
71,195,622 551,012.6 (7*2π)/32947 weeks
8907,554.6 1,116,736 (8*2π)/32941 weeks
9308,315.3 1,294,465 (9*2π)/32937 weeks
10-218,102 1,022,584 (10*2π)/32933 weeks
11-388,490.1 528,235.4 (11*2π)/32930 weeks
12-218,183.8 151,143.3 (12*2π)/32927 weeks
1348,790.63 28,354.14 (13*2π)/32925 weeks
14242,468 67,200 (14*2π)/32924 weeks
15353,261.4 167,638.5 (15*2π)/32922 weeks
16380,732.6 301,786.3 (16*2π)/32921 weeks
17309,751.7 417,465.1 (17*2π)/32919 weeks
18180,425.3 444,659.9 (18*2π)/32918 weeks
1983,527.83 379,816.6 (19*2π)/32917 weeks
2058,399.21 293,246.9 (20*2π)/32916 weeks
2172,145.18 225,052.4 (21*2π)/32916 weeks
22110,243.5 166,420.7 (22*2π)/32915 weeks
23194,744.4 129,031.5 (23*2π)/32914 weeks
24317,032.8 178,404.5 (24*2π)/32914 weeks
25363,251.7 349,003.7 (25*2π)/32913 weeks
26234,326.9 514,876.7 (26*2π)/32913 weeks
2711,569.18 518,177.9 (27*2π)/32912 weeks
28-125,178.1 357,845.6 (28*2π)/32912 weeks
29-90,849.91 185,737.3 (29*2π)/32911 weeks
3020,860.37 135,594.5 (30*2π)/32911 weeks
3181,058.19 178,158.7 (31*2π)/32911 weeks
3270,976.51 224,549.2 (32*2π)/32910 weeks
3327,435.83 238,079.9 (33*2π)/32910 weeks
34-21,856.36 211,333.6 (34*2π)/32910 weeks
35-44,350.48 145,026.4 (35*2π)/3299 weeks
36-6,817.453 76,233.37 (36*2π)/3299 weeks
3767,145.32 61,159.48 (37*2π)/3299 weeks
38120,613 105,235.3 (38*2π)/3299 weeks
39117,897.1 175,417.2 (39*2π)/3298 weeks
4048,303.5 219,073.4 (40*2π)/3298 weeks
41-40,744.45 181,097.8 (41*2π)/3298 weeks
42-72,212.51 76,993.27 (42*2π)/3298 weeks
43-14,329.58 -27,588.77 (43*2π)/3298 weeks
44113,682.3 -64,216.37 (44*2π)/3297 weeks
45239,674.8 11,663.06 (45*2π)/3297 weeks
46265,488.3 169,329.6 (46*2π)/3297 weeks
47153,848.1 291,047.4 (47*2π)/3297 weeks
48-6,672.04 278,510.7 (48*2π)/3297 weeks
49-91,168.55 154,865 (49*2π)/3297 weeks
50-52,701.04 26,648.79 (50*2π)/3297 weeks
5153,773.36 -16,378 (51*2π)/3296 weeks
52137,171.3 30,750.35 (52*2π)/3296 weeks
53152,463.9 107,762.5 (53*2π)/3296 weeks
54115,656.4 166,127.3 (54*2π)/3296 weeks
5549,222.43 186,891.4 (55*2π)/3296 weeks
56-19,936.67 153,683.9 (56*2π)/3296 weeks
57-43,597.29 75,396.21 (57*2π)/3296 weeks
58-1,112.69 9,059.244 (58*2π)/3296 weeks
5968,334.56 -343.0255 (59*2π)/3296 weeks
60112,352.6 40,995.79 (60*2π)/3295 weeks
61106,360.5 92,319.34 (61*2π)/3295 weeks
6267,255.03 114,573.8 (62*2π)/3295 weeks
6331,784.24 99,661.27 (63*2π)/3295 weeks
6419,779.79 74,692.48 (64*2π)/3295 weeks
6513,604.16 52,544.57 (65*2π)/3295 weeks
6615,080.23 18,663.76 (66*2π)/3295 weeks
6746,634.24 -15,737.88 (67*2π)/3295 weeks
68100,236.2 -16,735.11 (68*2π)/3295 weeks
69135,621.1 23,892.72 (69*2π)/3295 weeks
70126,323 69,633.27 (70*2π)/3295 weeks
7194,773.28 84,772.21 (71*2π)/3295 weeks
7275,573.33 75,132.23 (72*2π)/3295 weeks
7373,001.34 67,168.61 (73*2π)/3295 weeks
7467,741.45 66,821.95 (74*2π)/3294 weeks
7558,968.65 57,962.58 (75*2π)/3294 weeks
7660,899.39 43,761.8 (76*2π)/3294 weeks
7773,499.77 37,505.09 (77*2π)/3294 weeks
7883,846.24 46,629.69 (78*2π)/3294 weeks
7974,987.54 61,847.64 (79*2π)/3294 weeks
8048,342.54 56,647.87 (80*2π)/3294 weeks
8136,416.8 18,205.73 (81*2π)/3294 weeks
8269,511.59 -21,628.3 (82*2π)/3294 weeks
83129,597 -18,209.98 (83*2π)/3294 weeks
84165,984.5 35,208.43 (84*2π)/3294 weeks
85145,303.6 96,326.51 (85*2π)/3294 weeks
8688,349.49 114,965.1 (86*2π)/3294 weeks
8743,883.75 84,008.22 (87*2π)/3294 weeks
8842,673.24 34,273.11 (88*2π)/3294 weeks
8980,830.57 4,522.298 (89*2π)/3294 weeks
90128,491 16,334.54 (90*2π)/3294 weeks
91152,606.6 61,430.26 (91*2π)/3294 weeks
92137,738.2 111,594.3 (92*2π)/3294 weeks
9395,121.55 139,600 (93*2π)/3294 weeks
9445,884.35 137,900.7 (94*2π)/3294 weeks
956,559.895 108,262.9 (95*2π)/3293 weeks
96-4,605.189 61,772.75 (96*2π)/3293 weeks
9717,606.36 25,188.83 (97*2π)/3293 weeks
9851,496.34 21,439.78 (98*2π)/3293 weeks
9965,702.13 41,672.72 (99*2π)/3293 weeks
10054,294.77 59,530.96 (100*2π)/3293 weeks
10130,541.61 57,181.29 (101*2π)/3293 weeks
10215,995.81 33,038.39 (102*2π)/3293 weeks
10325,629.59 4,343.713 (103*2π)/3293 weeks
10450,009.63 -7,362.789 (104*2π)/3293 weeks
10571,233.77 -3,375.093 (105*2π)/3293 weeks
10686,167.27 8,453.022 (106*2π)/3293 weeks
10792,623.29 27,037.81 (107*2π)/3293 weeks
10885,654.36 46,960.29 (108*2π)/3293 weeks
10965,839.74 58,484.48 (109*2π)/3293 weeks
11039,807.28 53,924.92 (110*2π)/3293 weeks
11121,268.54 28,671.04 (111*2π)/3293 weeks
11226,835.6 -5,643.942 (112*2π)/3293 weeks
11355,258.16 -27,718.26 (113*2π)/3293 weeks
11493,365.36 -27,381.76 (114*2π)/3293 weeks
115127,783.2 551.4141 (115*2π)/3293 weeks
116135,288.9 54,174.22 (116*2π)/3293 weeks
11794,942.8 104,813.6 (117*2π)/3293 weeks
11821,009.08 109,603.7 (118*2π)/3293 weeks
119-37,578.47 53,251.93 (119*2π)/3293 weeks
120-35,134.91 -33,574.52 (120*2π)/3293 weeks
12135,170.1 -89,548.71 (121*2π)/3293 weeks
122120,227.1 -68,753.09 (122*2π)/3293 weeks
123150,954.8 5,470.56 (123*2π)/3293 weeks
124113,535.6 66,503.39 (124*2π)/3293 weeks
12549,837.04 71,089.45 (125*2π)/3293 weeks
12612,407.35 28,148.5 (126*2π)/3293 weeks
12720,777.22 -22,138.01 (127*2π)/3293 weeks
12859,142.07 -46,908.86 (128*2π)/3293 weeks
12998,214.96 -36,462.99 (129*2π)/3293 weeks
130112,769.3 -6,192.478 (130*2π)/3293 weeks
131100,177.5 16,344.54 (131*2π)/3293 weeks
13282,266.41 13,839.58 (132*2π)/3292 weeks
13384,522.56 -1,515.954 (133*2π)/3292 weeks
134104,540.6 -1,583.509 (134*2π)/3292 weeks
135116,742.1 20,804.38 (135*2π)/3292 weeks
136105,858.4 46,932.84 (136*2π)/3292 weeks
13778,928.02 58,908.16 (137*2π)/3292 weeks
13848,197.43 49,874.32 (138*2π)/3292 weeks
13930,482.63 17,982.02 (139*2π)/3292 weeks
14044,776.19 -20,867.02 (140*2π)/3292 weeks
14190,260.57 -34,522.18 (141*2π)/3292 weeks
142133,535.6 323.047 (142*2π)/3292 weeks
143126,272.1 65,671.97 (143*2π)/3292 weeks
14458,666.16 97,725.45 (144*2π)/3292 weeks
145-8,629.641 55,536.24 (145*2π)/3292 weeks
146-11,667.69 -22,138.98 (146*2π)/3292 weeks
14743,552.26 -66,112.27 (147*2π)/3292 weeks
148101,231.5 -52,840.57 (148*2π)/3292 weeks
149123,115.2 -12,550.49 (149*2π)/3292 weeks
150116,244 19,016.94 (150*2π)/3292 weeks
151101,279.3 39,026.57 (151*2π)/3292 weeks
15275,421.74 53,757.42 (152*2π)/3292 weeks
15336,732.35 43,460 (153*2π)/3292 weeks
15420,311.51 -719.3807 (154*2π)/3292 weeks
15550,598.61 -40,075.37 (155*2π)/3292 weeks
15698,316.48 -35,114.42 (156*2π)/3292 weeks
157119,216 2,990.16 (157*2π)/3292 weeks
158105,704.6 39,644.92 (158*2π)/3292 weeks
15972,256.58 56,543.57 (159*2π)/3292 weeks
16033,688.66 46,838.02 (160*2π)/3292 weeks
16110,323.49 9,088.702 (161*2π)/3292 weeks
16223,860.19 -38,147.69 (162*2π)/3292 weeks
16373,041.27 -58,628.84 (163*2π)/3292 weeks
164120,210.5 -28,437.53 (164*2π)/3292 weeks
165120,210.5 28,437.53 (165*2π)/3292 weeks
16673,041.27 58,628.84 (166*2π)/3292 weeks
16723,860.19 38,147.69 (167*2π)/3292 weeks
16810,323.49 -9,088.702 (168*2π)/3292 weeks
16933,688.66 -46,838.02 (169*2π)/3292 weeks
17072,256.58 -56,543.57 (170*2π)/3292 weeks
171105,704.6 -39,644.92 (171*2π)/3292 weeks
172119,216 -2,990.16 (172*2π)/3292 weeks
17398,316.48 35,114.42 (173*2π)/3292 weeks
17450,598.61 40,075.37 (174*2π)/3292 weeks
17520,311.51 719.3807 (175*2π)/3292 weeks
17636,732.35 -43,460 (176*2π)/3292 weeks
17775,421.74 -53,757.42 (177*2π)/3292 weeks
178101,279.3 -39,026.57 (178*2π)/3292 weeks
179116,244 -19,016.94 (179*2π)/3292 weeks
180123,115.2 12,550.49 (180*2π)/3292 weeks
181101,231.5 52,840.57 (181*2π)/3292 weeks
18243,552.26 66,112.27 (182*2π)/3292 weeks
183-11,667.69 22,138.98 (183*2π)/3292 weeks
184-8,629.641 -55,536.24 (184*2π)/3292 weeks
18558,666.16 -97,725.45 (185*2π)/3292 weeks
186126,272.1 -65,671.97 (186*2π)/3292 weeks
187133,535.6 -323.047 (187*2π)/3292 weeks
18890,260.57 34,522.18 (188*2π)/3292 weeks
18944,776.19 20,867.02 (189*2π)/3292 weeks
19030,482.63 -17,982.02 (190*2π)/3292 weeks
19148,197.43 -49,874.32 (191*2π)/3292 weeks
19278,928.02 -58,908.16 (192*2π)/3292 weeks
193105,858.4 -46,932.84 (193*2π)/3292 weeks
194116,742.1 -20,804.38 (194*2π)/3292 weeks
195104,540.6 1,583.509 (195*2π)/3292 weeks
19684,522.56 1,515.954 (196*2π)/3292 weeks
19782,266.41 -13,839.58 (197*2π)/3292 weeks
198100,177.5 -16,344.54 (198*2π)/3292 weeks
199112,769.3 6,192.478 (199*2π)/3292 weeks
20098,214.96 36,462.99 (200*2π)/3292 weeks
20159,142.07 46,908.86 (201*2π)/3292 weeks
20220,777.22 22,138.01 (202*2π)/3292 weeks
20312,407.35 -28,148.5 (203*2π)/3292 weeks
20449,837.04 -71,089.45 (204*2π)/3292 weeks
205113,535.6 -66,503.39 (205*2π)/3292 weeks
206150,954.8 -5,470.56 (206*2π)/3292 weeks
207120,227.1 68,753.09 (207*2π)/3292 weeks
20835,170.1 89,548.71 (208*2π)/3292 weeks
209-35,134.91 33,574.52 (209*2π)/3292 weeks
210-37,578.47 -53,251.93 (210*2π)/3292 weeks
21121,009.08 -109,603.7 (211*2π)/3292 weeks
21294,942.8 -104,813.6 (212*2π)/3292 weeks
213135,288.9 -54,174.22 (213*2π)/3292 weeks
214127,783.2 -551.4141 (214*2π)/3292 weeks
21593,365.36 27,381.76 (215*2π)/3292 weeks
21655,258.16 27,718.26 (216*2π)/3292 weeks
21726,835.6 5,643.942 (217*2π)/3292 weeks
21821,268.54 -28,671.04 (218*2π)/3292 weeks
21939,807.28 -53,924.92 (219*2π)/3292 weeks
22065,839.74 -58,484.48 (220*2π)/3291 weeks
22185,654.36 -46,960.29 (221*2π)/3291 weeks
22292,623.29 -27,037.81 (222*2π)/3291 weeks
22386,167.27 -8,453.022 (223*2π)/3291 weeks
22471,233.77 3,375.093 (224*2π)/3291 weeks
22550,009.63 7,362.789 (225*2π)/3291 weeks
22625,629.59 -4,343.713 (226*2π)/3291 weeks
22715,995.81 -33,038.39 (227*2π)/3291 weeks
22830,541.61 -57,181.29 (228*2π)/3291 weeks
22954,294.77 -59,530.96 (229*2π)/3291 weeks
23065,702.13 -41,672.72 (230*2π)/3291 weeks
23151,496.34 -21,439.78 (231*2π)/3291 weeks
23217,606.36 -25,188.83 (232*2π)/3291 weeks
233-4,605.189 -61,772.75 (233*2π)/3291 weeks
2346,559.895 -108,262.9 (234*2π)/3291 weeks
23545,884.35 -137,900.7 (235*2π)/3291 weeks
23695,121.55 -139,600 (236*2π)/3291 weeks
237137,738.2 -111,594.3 (237*2π)/3291 weeks
238152,606.6 -61,430.26 (238*2π)/3291 weeks
239128,491 -16,334.54 (239*2π)/3291 weeks
24080,830.57 -4,522.298 (240*2π)/3291 weeks
24142,673.24 -34,273.11 (241*2π)/3291 weeks
24243,883.75 -84,008.22 (242*2π)/3291 weeks
24388,349.49 -114,965.1 (243*2π)/3291 weeks
244145,303.6 -96,326.51 (244*2π)/3291 weeks
245165,984.5 -35,208.43 (245*2π)/3291 weeks
246129,597 18,209.98 (246*2π)/3291 weeks
24769,511.59 21,628.3 (247*2π)/3291 weeks
24836,416.8 -18,205.73 (248*2π)/3291 weeks
24948,342.54 -56,647.87 (249*2π)/3291 weeks
25074,987.54 -61,847.64 (250*2π)/3291 weeks
25183,846.24 -46,629.69 (251*2π)/3291 weeks
25273,499.77 -37,505.09 (252*2π)/3291 weeks
25360,899.39 -43,761.8 (253*2π)/3291 weeks
25458,968.65 -57,962.58 (254*2π)/3291 weeks
25567,741.45 -66,821.95 (255*2π)/3291 weeks
25673,001.34 -67,168.61 (256*2π)/3291 weeks
25775,573.33 -75,132.23 (257*2π)/3291 weeks
25894,773.28 -84,772.21 (258*2π)/3291 weeks
259126,323 -69,633.27 (259*2π)/3291 weeks
260135,621.1 -23,892.72 (260*2π)/3291 weeks
261100,236.2 16,735.11 (261*2π)/3291 weeks
26246,634.24 15,737.88 (262*2π)/3291 weeks
26315,080.23 -18,663.76 (263*2π)/3291 weeks
26413,604.16 -52,544.57 (264*2π)/3291 weeks
26519,779.79 -74,692.48 (265*2π)/3291 weeks
26631,784.24 -99,661.27 (266*2π)/3291 weeks
26767,255.03 -114,573.8 (267*2π)/3291 weeks
268106,360.5 -92,319.34 (268*2π)/3291 weeks
269112,352.6 -40,995.79 (269*2π)/3291 weeks
27068,334.56 343.0255 (270*2π)/3291 weeks
271-1,112.69 -9,059.244 (271*2π)/3291 weeks
272-43,597.29 -75,396.21 (272*2π)/3291 weeks
273-19,936.67 -153,683.9 (273*2π)/3291 weeks
27449,222.43 -186,891.4 (274*2π)/3291 weeks
275115,656.4 -166,127.3 (275*2π)/3291 weeks
276152,463.9 -107,762.5 (276*2π)/3291 weeks
277137,171.3 -30,750.35 (277*2π)/3291 weeks
27853,773.36 16,378 (278*2π)/3291 weeks
279-52,701.04 -26,648.79 (279*2π)/3291 weeks
280-91,168.55 -154,865 (280*2π)/3291 weeks
281-6,672.04 -278,510.7 (281*2π)/3291 weeks
282153,848.1 -291,047.4 (282*2π)/3291 weeks
283265,488.3 -169,329.6 (283*2π)/3291 weeks
284239,674.8 -11,663.06 (284*2π)/3291 weeks
285113,682.3 64,216.37 (285*2π)/3291 weeks
286-14,329.58 27,588.77 (286*2π)/3291 weeks
287-72,212.51 -76,993.27 (287*2π)/3291 weeks
288-40,744.45 -181,097.8 (288*2π)/3291 weeks
28948,303.5 -219,073.4 (289*2π)/3291 weeks
290117,897.1 -175,417.2 (290*2π)/3291 weeks
291120,613 -105,235.3 (291*2π)/3291 weeks
29267,145.32 -61,159.48 (292*2π)/3291 weeks
293-6,817.453 -76,233.37 (293*2π)/3291 weeks
294-44,350.48 -145,026.4 (294*2π)/3291 weeks
295-21,856.36 -211,333.6 (295*2π)/3291 weeks
29627,435.83 -238,079.9 (296*2π)/3291 weeks
29770,976.51 -224,549.2 (297*2π)/3291 weeks
29881,058.19 -178,158.7 (298*2π)/3291 weeks
29920,860.37 -135,594.5 (299*2π)/3291 weeks
300-90,849.91 -185,737.3 (300*2π)/3291 weeks
301-125,178.1 -357,845.6 (301*2π)/3291 weeks
30211,569.18 -518,177.9 (302*2π)/3291 weeks
303234,326.9 -514,876.7 (303*2π)/3291 weeks
304363,251.7 -349,003.7 (304*2π)/3291 weeks
305317,032.8 -178,404.5 (305*2π)/3291 weeks
306194,744.4 -129,031.5 (306*2π)/3291 weeks
307110,243.5 -166,420.7 (307*2π)/3291 weeks
30872,145.18 -225,052.4 (308*2π)/3291 weeks
30958,399.21 -293,246.9 (309*2π)/3291 weeks
31083,527.83 -379,816.6 (310*2π)/3291 weeks
311180,425.3 -444,659.9 (311*2π)/3291 weeks
312309,751.7 -417,465.1 (312*2π)/3291 weeks
313380,732.6 -301,786.3 (313*2π)/3291 weeks
314353,261.4 -167,638.5 (314*2π)/3291 weeks
315242,468 -67,200 (315*2π)/3291 weeks
31648,790.63 -28,354.14 (316*2π)/3291 weeks
317-218,183.8 -151,143.3 (317*2π)/3291 weeks
318-388,490.1 -528,235.4 (318*2π)/3291 weeks
319-218,102 -1,022,584 (319*2π)/3291 weeks
320308,315.3 -1,294,465 (320*2π)/3291 weeks
321907,554.6 -1,116,736 (321*2π)/3291 weeks
3221,195,622 -551,012.6 (322*2π)/3291 weeks
323939,493.4 46,797.58 (323*2π)/3291 weeks
324223,534 213,064.9 (324*2π)/3291 weeks
325-494,563.8 -403,596 (325*2π)/3291 weeks
326-446,069.9 -1,705,602 (326*2π)/3291 weeks
327944,174.1 -2,796,581 (327*2π)/3291 weeks

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