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Fourier Analysis of TVIX (Credit Suisse AG)


TVIX (Credit Suisse AG) appears to have interesting cyclic behaviour every 32 weeks (91562.59*sine), 12 weeks (55211.32*sine), and 13 weeks (49078.28*sine).

TVIX (Credit Suisse AG) has an average price of 222,822.3 (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 1/9/2017 for TVIX (Credit Suisse AG), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0222,822.3   0 
1318,054 245,018.5 (1*2π)/320320 weeks
285,573.05 284,260.1 (2*2π)/320160 weeks
3-51,281.89 163,045.9 (3*2π)/320107 weeks
4-44,877.55 30,007.65 (4*2π)/32080 weeks
534,832.98 -23,821.93 (5*2π)/32064 weeks
6105,055.6 3,766.327 (6*2π)/32053 weeks
7121,199.7 69,796.3 (7*2π)/32046 weeks
880,851.72 123,177.3 (8*2π)/32040 weeks
915,806.12 129,914.3 (9*2π)/32036 weeks
10-31,672.93 91,562.59 (10*2π)/32032 weeks
11-37,276.95 39,739.19 (11*2π)/32029 weeks
12-13,025.11 8,549.7 (12*2π)/32027 weeks
1313,482.92 3,224.445 (13*2π)/32025 weeks
1430,312.6 10,401.41 (14*2π)/32023 weeks
1538,697.4 22,830.37 (15*2π)/32021 weeks
1637,052.18 37,079.67 (16*2π)/32020 weeks
1725,664.88 45,677.42 (17*2π)/32019 weeks
1812,605.98 43,158.34 (18*2π)/32018 weeks
196,458.553 34,112.41 (19*2π)/32017 weeks
206,510.609 25,988.79 (20*2π)/32016 weeks
219,310.708 19,516.87 (21*2π)/32015 weeks
2216,026.99 14,148.34 (22*2π)/32015 weeks
2328,215.54 15,009.38 (23*2π)/32014 weeks
2437,598.75 29,307.2 (24*2π)/32013 weeks
2529,773.74 49,078.28 (25*2π)/32013 weeks
267,215.986 55,211.32 (26*2π)/32012 weeks
27-11,060.1 41,595.3 (27*2π)/32012 weeks
28-11,316.41 22,034.43 (28*2π)/32011 weeks
29161.1674 13,897.59 (29*2π)/32011 weeks
307,923.51 17,422.02 (30*2π)/32011 weeks
317,699.601 22,637.8 (31*2π)/32010 weeks
323,337.663 24,512.46 (32*2π)/32010 weeks
33-1,926.893 22,073.03 (33*2π)/32010 weeks
34-4,575.708 15,262.46 (34*2π)/3209 weeks
35-805.0354 7,915.616 (35*2π)/3209 weeks
366,996.008 6,311.979 (36*2π)/3209 weeks
3712,517.77 11,088.17 (37*2π)/3209 weeks
3811,839.2 18,510.41 (38*2π)/3208 weeks
394,026.894 22,554.19 (39*2π)/3208 weeks
40-5,043.768 17,539.26 (40*2π)/3208 weeks
41-7,108.307 6,090.562 (41*2π)/3208 weeks
42514.0414 -4,237.742 (42*2π)/3208 weeks
4314,752.85 -5,962.027 (43*2π)/3207 weeks
4426,545.29 4,622.862 (44*2π)/3207 weeks
4525,460.6 21,678.65 (45*2π)/3207 weeks
4610,855.02 31,125.21 (46*2π)/3207 weeks
47-4,794.067 25,344.2 (47*2π)/3207 weeks
48-9,327.649 10,747.25 (48*2π)/3207 weeks
49-1,573.274 -195.9242 (49*2π)/3207 weeks
509,738.933 -565.1432 (50*2π)/3206 weeks
5115,622.88 6,627.147 (51*2π)/3206 weeks
5214,431.73 14,240.31 (52*2π)/3206 weeks
538,800.689 18,714.02 (53*2π)/3206 weeks
541,125.312 18,204.01 (54*2π)/3206 weeks
55-4,256.213 11,666.37 (55*2π)/3206 weeks
56-2,644.207 3,268.067 (56*2π)/3206 weeks
574,239.336 -420.2239 (57*2π)/3206 weeks
5810,437.86 2,260.503 (58*2π)/3206 weeks
5911,687.58 7,884.718 (59*2π)/3205 weeks
608,322.031 11,511.96 (60*2π)/3205 weeks
614,057.69 10,953.03 (61*2π)/3205 weeks
622,206.781 8,270.648 (62*2π)/3205 weeks
631,544.504 5,982.196 (63*2π)/3205 weeks
641,329.807 2,723.957 (64*2π)/3205 weeks
653,995.976 -1,167.752 (65*2π)/3205 weeks
669,517.204 -2,002.818 (66*2π)/3205 weeks
6713,752.28 1,845.781 (67*2π)/3205 weeks
6813,219.82 6,847.297 (68*2π)/3205 weeks
699,925.625 8,721.158 (69*2π)/3205 weeks
707,799.017 7,765.291 (70*2π)/3205 weeks
717,505.686 6,906.391 (71*2π)/3205 weeks
726,939.248 6,863.063 (72*2π)/3204 weeks
736,039.882 5,883.267 (73*2π)/3204 weeks
746,335.76 4,398.05 (74*2π)/3204 weeks
757,716.267 3,880.65 (75*2π)/3204 weeks
768,643.592 5,022.615 (76*2π)/3204 weeks
777,327.101 6,489.033 (77*2π)/3204 weeks
784,470.728 5,295.977 (78*2π)/3204 weeks
794,082.885 789.2649 (79*2π)/3204 weeks
808,611.032 -2,676.882 (80*2π)/3204 weeks
8114,833.16 -753.2685 (81*2π)/3204 weeks
8217,053.82 5,747.257 (82*2π)/3204 weeks
8313,146.25 11,178.41 (83*2π)/3204 weeks
847,045.881 11,149.89 (84*2π)/3204 weeks
853,884.251 6,627.033 (85*2π)/3204 weeks
865,663.655 1,798.827 (86*2π)/3204 weeks
8710,608.38 469.1797 (87*2π)/3204 weeks
8814,848.39 3,600.221 (88*2π)/3204 weeks
8915,408.61 9,059.6 (89*2π)/3204 weeks
9012,040.28 13,380.48 (90*2π)/3204 weeks
916,920.845 14,622.44 (91*2π)/3204 weeks
922,095.865 12,707.23 (92*2π)/3203 weeks
93-463.3605 8,239.035 (93*2π)/3203 weeks
94682.242 3,620.255 (94*2π)/3203 weeks
954,250.705 1,934.043 (95*2π)/3203 weeks
966,618.791 3,573.526 (96*2π)/3203 weeks
976,109.462 5,771.797 (97*2π)/3203 weeks
983,732.704 6,171.767 (98*2π)/3203 weeks
991,783.315 4,061.047 (99*2π)/3203 weeks
1002,265.562 908.071 (100*2π)/3203 weeks
1014,733.935 -700.9005 (101*2π)/3203 weeks
1027,078.457 -454.1835 (102*2π)/3203 weeks
1038,730.969 708.3389 (103*2π)/3203 weeks
1049,516.213 2,620.961 (104*2π)/3203 weeks
1058,873.393 4,743.656 (105*2π)/3203 weeks
1066,815.729 6,003.67 (106*2π)/3203 weeks
1074,068.054 5,529.542 (107*2π)/3203 weeks
1082,156.701 2,818.434 (108*2π)/3203 weeks
1092,892.698 -787.1898 (109*2π)/3203 weeks
1106,025.241 -2,951.844 (110*2π)/3203 weeks
11110,085.67 -2,627.603 (111*2π)/3203 weeks
11213,503.37 749.7286 (112*2π)/3203 weeks
11313,550 6,648.979 (113*2π)/3203 weeks
1148,342.896 11,383.45 (114*2π)/3203 weeks
115395.2752 10,431.27 (115*2π)/3203 weeks
116-4,529.609 3,215.431 (116*2π)/3203 weeks
117-2,101.503 -5,757.173 (117*2π)/3203 weeks
1186,625.62 -9,428.664 (118*2π)/3203 weeks
11914,322.76 -4,709.024 (119*2π)/3203 weeks
12014,753.81 3,411.742 (120*2π)/3203 weeks
1219,011.667 7,797.944 (121*2π)/3203 weeks
1222,916.971 5,787.929 (122*2π)/3203 weeks
1231,123.546 352.9292 (123*2π)/3203 weeks
1243,845.883 -3,960.014 (124*2π)/3203 weeks
1258,349.725 -4,680.902 (125*2π)/3203 weeks
12611,300.56 -2,133.205 (126*2π)/3203 weeks
12711,098.91 959.0278 (127*2π)/3203 weeks
1289,060.181 1,827.026 (128*2π)/3203 weeks
1298,292.106 388.1008 (129*2π)/3202 weeks
1309,987.174 -452.7698 (130*2π)/3202 weeks
13111,843.02 1,250.042 (131*2π)/3202 weeks
13211,430.73 4,149.501 (132*2π)/3202 weeks
1338,919.198 5,925.703 (133*2π)/3202 weeks
1345,649.167 5,561.583 (134*2π)/3202 weeks
1353,284.439 2,658.639 (135*2π)/3202 weeks
1364,070.488 -1,530.223 (136*2π)/3202 weeks
1378,492.2 -3,631.787 (137*2π)/3202 weeks
13813,383.33 -645.951 (138*2π)/3202 weeks
13913,347.6 6,172.24 (139*2π)/3202 weeks
1406,554.026 10,060.7 (140*2π)/3202 weeks
141-738.3981 5,962.259 (141*2π)/3202 weeks
142-1,220.851 -2,230.871 (142*2π)/3202 weeks
1434,626.749 -6,825.904 (143*2π)/3202 weeks
14410,620.8 -5,253.691 (144*2π)/3202 weeks
14512,674.22 -977.8736 (145*2π)/3202 weeks
14611,809.29 2,209.486 (146*2π)/3202 weeks
14710,153.78 4,258.879 (147*2π)/3202 weeks
1487,141.561 5,609.523 (148*2π)/3202 weeks
1493,140.258 3,809.749 (149*2π)/3202 weeks
1502,378.862 -1,195.517 (150*2π)/3202 weeks
1516,456.708 -4,471.194 (151*2π)/3202 weeks
15211,086.62 -2,713.577 (152*2π)/3202 weeks
15312,151.39 1,590.935 (153*2π)/3202 weeks
1549,875.408 4,920.295 (154*2π)/3202 weeks
1555,981.338 5,802.971 (155*2π)/3202 weeks
1562,204.063 3,605.697 (156*2π)/3202 weeks
1571,105.811 -1,160.693 (157*2π)/3202 weeks
1584,390.72 -5,422.85 (158*2π)/3202 weeks
15910,161.75 -5,191.248 (159*2π)/3202 weeks
16013,114.82   (160*2π)/3202 weeks
16110,161.75 5,191.248 (161*2π)/3202 weeks
1624,390.72 5,422.85 (162*2π)/3202 weeks
1631,105.811 1,160.693 (163*2π)/3202 weeks
1642,204.063 -3,605.697 (164*2π)/3202 weeks
1655,981.338 -5,802.971 (165*2π)/3202 weeks
1669,875.408 -4,920.295 (166*2π)/3202 weeks
16712,151.39 -1,590.935 (167*2π)/3202 weeks
16811,086.62 2,713.577 (168*2π)/3202 weeks
1696,456.708 4,471.194 (169*2π)/3202 weeks
1702,378.862 1,195.517 (170*2π)/3202 weeks
1713,140.258 -3,809.749 (171*2π)/3202 weeks
1727,141.561 -5,609.523 (172*2π)/3202 weeks
17310,153.78 -4,258.879 (173*2π)/3202 weeks
17411,809.29 -2,209.486 (174*2π)/3202 weeks
17512,674.22 977.8736 (175*2π)/3202 weeks
17610,620.8 5,253.691 (176*2π)/3202 weeks
1774,626.749 6,825.904 (177*2π)/3202 weeks
178-1,220.851 2,230.871 (178*2π)/3202 weeks
179-738.3981 -5,962.259 (179*2π)/3202 weeks
1806,554.026 -10,060.7 (180*2π)/3202 weeks
18113,347.6 -6,172.24 (181*2π)/3202 weeks
18213,383.33 645.951 (182*2π)/3202 weeks
1838,492.2 3,631.787 (183*2π)/3202 weeks
1844,070.488 1,530.223 (184*2π)/3202 weeks
1853,284.439 -2,658.639 (185*2π)/3202 weeks
1865,649.167 -5,561.583 (186*2π)/3202 weeks
1878,919.198 -5,925.703 (187*2π)/3202 weeks
18811,430.73 -4,149.501 (188*2π)/3202 weeks
18911,843.02 -1,250.042 (189*2π)/3202 weeks
1909,987.174 452.7698 (190*2π)/3202 weeks
1918,292.106 -388.1008 (191*2π)/3202 weeks
1929,060.181 -1,827.026 (192*2π)/3202 weeks
19311,098.91 -959.0278 (193*2π)/3202 weeks
19411,300.56 2,133.205 (194*2π)/3202 weeks
1958,349.725 4,680.902 (195*2π)/3202 weeks
1963,845.883 3,960.014 (196*2π)/3202 weeks
1971,123.546 -352.9292 (197*2π)/3202 weeks
1982,916.971 -5,787.929 (198*2π)/3202 weeks
1999,011.667 -7,797.944 (199*2π)/3202 weeks
20014,753.81 -3,411.742 (200*2π)/3202 weeks
20114,322.76 4,709.024 (201*2π)/3202 weeks
2026,625.62 9,428.664 (202*2π)/3202 weeks
203-2,101.503 5,757.173 (203*2π)/3202 weeks
204-4,529.609 -3,215.431 (204*2π)/3202 weeks
205395.2752 -10,431.27 (205*2π)/3202 weeks
2068,342.896 -11,383.45 (206*2π)/3202 weeks
20713,550 -6,648.979 (207*2π)/3202 weeks
20813,503.37 -749.7286 (208*2π)/3202 weeks
20910,085.67 2,627.603 (209*2π)/3202 weeks
2106,025.241 2,951.844 (210*2π)/3202 weeks
2112,892.698 787.1898 (211*2π)/3202 weeks
2122,156.701 -2,818.434 (212*2π)/3202 weeks
2134,068.054 -5,529.542 (213*2π)/3202 weeks
2146,815.729 -6,003.67 (214*2π)/3201 weeks
2158,873.393 -4,743.656 (215*2π)/3201 weeks
2169,516.213 -2,620.961 (216*2π)/3201 weeks
2178,730.969 -708.3389 (217*2π)/3201 weeks
2187,078.457 454.1835 (218*2π)/3201 weeks
2194,733.935 700.9005 (219*2π)/3201 weeks
2202,265.562 -908.071 (220*2π)/3201 weeks
2211,783.315 -4,061.047 (221*2π)/3201 weeks
2223,732.704 -6,171.767 (222*2π)/3201 weeks
2236,109.462 -5,771.797 (223*2π)/3201 weeks
2246,618.791 -3,573.526 (224*2π)/3201 weeks
2254,250.705 -1,934.043 (225*2π)/3201 weeks
226682.242 -3,620.255 (226*2π)/3201 weeks
227-463.3605 -8,239.035 (227*2π)/3201 weeks
2282,095.865 -12,707.23 (228*2π)/3201 weeks
2296,920.845 -14,622.44 (229*2π)/3201 weeks
23012,040.28 -13,380.48 (230*2π)/3201 weeks
23115,408.61 -9,059.6 (231*2π)/3201 weeks
23214,848.39 -3,600.221 (232*2π)/3201 weeks
23310,608.38 -469.1797 (233*2π)/3201 weeks
2345,663.655 -1,798.827 (234*2π)/3201 weeks
2353,884.251 -6,627.033 (235*2π)/3201 weeks
2367,045.881 -11,149.89 (236*2π)/3201 weeks
23713,146.25 -11,178.41 (237*2π)/3201 weeks
23817,053.82 -5,747.257 (238*2π)/3201 weeks
23914,833.16 753.2685 (239*2π)/3201 weeks
2408,611.032 2,676.882 (240*2π)/3201 weeks
2414,082.885 -789.2649 (241*2π)/3201 weeks
2424,470.728 -5,295.977 (242*2π)/3201 weeks
2437,327.101 -6,489.033 (243*2π)/3201 weeks
2448,643.592 -5,022.615 (244*2π)/3201 weeks
2457,716.267 -3,880.65 (245*2π)/3201 weeks
2466,335.76 -4,398.05 (246*2π)/3201 weeks
2476,039.882 -5,883.267 (247*2π)/3201 weeks
2486,939.248 -6,863.063 (248*2π)/3201 weeks
2497,505.686 -6,906.391 (249*2π)/3201 weeks
2507,799.017 -7,765.291 (250*2π)/3201 weeks
2519,925.625 -8,721.158 (251*2π)/3201 weeks
25213,219.82 -6,847.297 (252*2π)/3201 weeks
25313,752.28 -1,845.781 (253*2π)/3201 weeks
2549,517.204 2,002.818 (254*2π)/3201 weeks
2553,995.976 1,167.752 (255*2π)/3201 weeks
2561,329.807 -2,723.957 (256*2π)/3201 weeks
2571,544.504 -5,982.196 (257*2π)/3201 weeks
2582,206.781 -8,270.648 (258*2π)/3201 weeks
2594,057.69 -10,953.03 (259*2π)/3201 weeks
2608,322.031 -11,511.96 (260*2π)/3201 weeks
26111,687.58 -7,884.718 (261*2π)/3201 weeks
26210,437.86 -2,260.503 (262*2π)/3201 weeks
2634,239.336 420.2239 (263*2π)/3201 weeks
264-2,644.207 -3,268.067 (264*2π)/3201 weeks
265-4,256.213 -11,666.37 (265*2π)/3201 weeks
2661,125.312 -18,204.01 (266*2π)/3201 weeks
2678,800.689 -18,714.02 (267*2π)/3201 weeks
26814,431.73 -14,240.31 (268*2π)/3201 weeks
26915,622.88 -6,627.147 (269*2π)/3201 weeks
2709,738.933 565.1432 (270*2π)/3201 weeks
271-1,573.274 195.9242 (271*2π)/3201 weeks
272-9,327.649 -10,747.25 (272*2π)/3201 weeks
273-4,794.067 -25,344.2 (273*2π)/3201 weeks
27410,855.02 -31,125.21 (274*2π)/3201 weeks
27525,460.6 -21,678.65 (275*2π)/3201 weeks
27626,545.29 -4,622.862 (276*2π)/3201 weeks
27714,752.85 5,962.027 (277*2π)/3201 weeks
278514.0414 4,237.742 (278*2π)/3201 weeks
279-7,108.307 -6,090.562 (279*2π)/3201 weeks
280-5,043.768 -17,539.26 (280*2π)/3201 weeks
2814,026.894 -22,554.19 (281*2π)/3201 weeks
28211,839.2 -18,510.41 (282*2π)/3201 weeks
28312,517.77 -11,088.17 (283*2π)/3201 weeks
2846,996.008 -6,311.979 (284*2π)/3201 weeks
285-805.0354 -7,915.616 (285*2π)/3201 weeks
286-4,575.708 -15,262.46 (286*2π)/3201 weeks
287-1,926.893 -22,073.03 (287*2π)/3201 weeks
2883,337.663 -24,512.46 (288*2π)/3201 weeks
2897,699.601 -22,637.8 (289*2π)/3201 weeks
2907,923.51 -17,422.02 (290*2π)/3201 weeks
291161.1674 -13,897.59 (291*2π)/3201 weeks
292-11,316.41 -22,034.43 (292*2π)/3201 weeks
293-11,060.1 -41,595.3 (293*2π)/3201 weeks
2947,215.986 -55,211.32 (294*2π)/3201 weeks
29529,773.74 -49,078.28 (295*2π)/3201 weeks
29637,598.75 -29,307.2 (296*2π)/3201 weeks
29728,215.54 -15,009.38 (297*2π)/3201 weeks
29816,026.99 -14,148.34 (298*2π)/3201 weeks
2999,310.708 -19,516.87 (299*2π)/3201 weeks
3006,510.609 -25,988.79 (300*2π)/3201 weeks
3016,458.553 -34,112.41 (301*2π)/3201 weeks
30212,605.98 -43,158.34 (302*2π)/3201 weeks
30325,664.88 -45,677.42 (303*2π)/3201 weeks
30437,052.18 -37,079.67 (304*2π)/3201 weeks
30538,697.4 -22,830.37 (305*2π)/3201 weeks
30630,312.6 -10,401.41 (306*2π)/3201 weeks
30713,482.92 -3,224.445 (307*2π)/3201 weeks
308-13,025.11 -8,549.7 (308*2π)/3201 weeks
309-37,276.95 -39,739.19 (309*2π)/3201 weeks
310-31,672.93 -91,562.59 (310*2π)/3201 weeks
31115,806.12 -129,914.3 (311*2π)/3201 weeks
31280,851.72 -123,177.3 (312*2π)/3201 weeks
313121,199.7 -69,796.3 (313*2π)/3201 weeks
314105,055.6 -3,766.327 (314*2π)/3201 weeks
31534,832.98 23,821.93 (315*2π)/3201 weeks
316-44,877.55 -30,007.65 (316*2π)/3201 weeks
317-51,281.89 -163,045.9 (317*2π)/3201 weeks
31885,573.05 -284,260.1 (318*2π)/3201 weeks

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