
====================================================================================================
18-Nov-2018 16:29:16 MVARiPartSIP02: 60 files found in ./HPC results/PartSIP02/save/

====================================================================================================
18-Nov-2018 16:29:16 MVARiLexExl02: 60 files found in ./HPC results/LexExl02/save/

====================================================================================================
18-Nov-2018 16:29:16 MVARiDarkLit02: 60 files found in ./HPC results/DarkLit02/save/


====================================================================================================
18-Nov-2018 16:29:16 MVARiPartSIP02: 60 files in ./HPC results/PartSIP02/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.6471   0.7446  -0.02569  0.001201
per period var_w:    0.000000 sd_w:    0.000025
annualized var_w:  365.727309 sd_w:   19.123998
info share bounds:
             Min      Max
nbbPart  0.42455  0.42894
nboPart  0.57040  0.57477
nbbSIP   0.00064  0.00068
nboSIP   0.00000  0.00001
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99931  0.99936
nbbSIP nboSIP    0.00064  0.00069
                   Min    Max
nbbPart nboPart  0.999  0.999
nbbSIP nboSIP    0.001  0.001
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   19.824 (   1.031)
                   Min    Max
nbbPart nboPart  0.997  0.997
nbbSIP nboSIP    0.003  0.003
                   Min    Max
nbbPart nboPart  0.001  0.001
nbbSIP nboSIP    0.001  0.001
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.4459   0.4586  -0.01257  0.02042
per period var_w:    0.000000 sd_w:    0.000016
annualized var_w:  145.101779 sd_w:   12.045820
info share bounds:
             Min      Max
nbbPart  0.45891  0.46872
nboPart  0.52986  0.53971
nbbSIP   0.00034  0.00041
nboSIP   0.00096  0.00109
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99850  0.99870
nbbSIP nboSIP    0.00130  0.00150
                   Min    Max
nbbPart nboPart  0.999  0.999
nbbSIP nboSIP    0.001  0.001
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   15.461 (   1.518)
                   Min    Max
nbbPart nboPart  0.997  0.997
nbbSIP nboSIP    0.003  0.003
                   Min    Max
nbbPart nboPart  0.001  0.001
nbbSIP nboSIP    0.001  0.001


====================================================================================================
18-Nov-2018 16:29:18 MVARiLexExl02: 60 files in ./HPC results/LexExl02/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3755  0.4661  0.4264  0.3618
per period var_w:    0.000000 sd_w:    0.000025
annualized var_w:  366.143660 sd_w:   19.134881
info share bounds:
            Min      Max
nbbLex  0.19189  0.19321
nboLex  0.33202  0.33362
nbbExl  0.23130  0.23261
nboExl  0.24201  0.24334
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.52490  0.52584
nbbExl nboExl  0.47416  0.47510
                 Min    Max
nbbLex nboLex  0.525  0.526
nbbExl nboExl  0.474  0.475
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   19.859 (   1.035)
                 Min    Max
nbbLex nboLex  0.401  0.403
nbbExl nboExl  0.597  0.599
                 Min    Max
nbbLex nboLex  0.012  0.012
nbbExl nboExl  0.012  0.012
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
   0.329  0.3574  0.2812  0.2857
per period var_w:    0.000000 sd_w:    0.000016
annualized var_w:  142.529804 sd_w:   11.938585
info share bounds:
            Min      Max
nbbLex  0.24270  0.24903
nboLex  0.28660  0.29381
nbbExl  0.22317  0.22845
nboExl  0.23542  0.24090
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.53348  0.53861
nbbExl nboExl  0.46139  0.46652
                 Min    Max
nbbLex nboLex  0.533  0.539
nbbExl nboExl  0.461  0.467
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   15.301 (   1.509)
                 Min    Max
nbbLex nboLex  0.535  0.542
nbbExl nboExl  0.458  0.465
                 Min    Max
nbbLex nboLex  0.010  0.010
nbbExl nboExl  0.010  0.010


====================================================================================================
18-Nov-2018 16:29:20 MVARiDarkLit02: 60 files in ./HPC results/DarkLit02/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
    0.478    0.554  0.5399  0.03023
per period var_w:    0.000000 sd_w:    0.000024
annualized var_w:  344.256917 sd_w:   18.554162
info share bounds:
             Min      Max
nbbPart  0.24568  0.27152
nboPart  0.33456  0.37375
trLit    0.35512  0.41642
trDark   0.00212  0.00217
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.58144  0.64274
trLit            0.35512  0.41642
trDark           0.00212  0.00217
                   Min    Max
nbbPart nboPart  0.581  0.643
trLit            0.355  0.416
trDark           0.002  0.002
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   19.650 (   1.013)
                   Min    Max
nbbPart nboPart  0.630  0.683
trLit            0.313  0.366
trDark           0.004  0.004
                   Min    Max
nbbPart nboPart  0.012  0.011
trLit            0.011  0.012
trDark           0.001  0.001
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3792    0.393  0.4497  0.02819
per period var_w:    0.000000 sd_w:    0.000016
annualized var_w:  148.813841 sd_w:   12.198928
info share bounds:
             Min      Max
nbbPart  0.32321  0.34793
nboPart  0.37912  0.40271
trLit    0.25393  0.28941
trDark   0.00228  0.00231
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.70828  0.74379
trLit            0.25393  0.28941
trDark           0.00228  0.00231
                   Min    Max
nbbPart nboPart  0.708  0.744
trLit            0.254  0.289
trDark           0.002  0.002
Means and SEMs over first 30 days in sample (30 valid observations)
sdw_Annual:   15.307 (   1.504)
                   Min    Max
nbbPart nboPart  0.691  0.726
trLit            0.271  0.305
trDark           0.003  0.003
                   Min    Max
nbbPart nboPart  0.009  0.008
trLit            0.008  0.009
trDark           0.001  0.001



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 2   20161004
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 4   20161006
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42   20161130
