
==================================================
Results for .\DarkLit03\save\MVARiDarkLit03_IBM_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit    trDark
   0.3808   0.4363  0.5001  -0.05495
per period var_w:    0.000000 sd_w:    0.000021
annualized var_w:  248.068463 sd_w:   15.750189
info share bounds:
             Min      Max
nbbPart  0.21644  0.24259
nboPart  0.28782  0.32721
trLit    0.42278  0.48504
trDark   0.00961  0.00972
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.50530  0.56756
trLit            0.42278  0.48504
trDark           0.00961  0.00972

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbPart  nboPart   trLit    trDark
   0.4075   0.4672  0.4875  -0.04496
per period var_w:    0.000000 sd_w:    0.000067
annualized var_w:  263.458112 sd_w:   16.231393
info share bounds:
             Min      Max
nbbPart  0.22444  0.27108
nboPart  0.30184  0.36787
trLit    0.37197  0.45442
trDark   0.00591  0.00650
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.53945  0.62173
trLit            0.37197  0.45442
trDark           0.00591  0.00650

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbPart  nboPart   trLit    trDark
   0.4328   0.4991  0.4111  -0.02298
per period var_w:    0.000000 sd_w:    0.000224
annualized var_w:  294.369879 sd_w:   17.157211
info share bounds:
             Min      Max
nbbPart  0.19570  0.40964
nboPart  0.27232  0.51811
trLit    0.21644  0.44329
trDark   0.00115  0.00151
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.55536  0.78230
trLit            0.21644  0.44329
trDark           0.00115  0.00151

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
    0.457   0.5501  0.2938  0.03174
per period var_w:    0.000001 sd_w:    0.000773
annualized var_w:  349.931796 sd_w:   18.706464
info share bounds:
             Min      Max
nbbPart  0.14038  0.59302
nboPart  0.22097  0.69935
trLit    0.08146  0.47125
trDark   0.00218  0.00565
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.52544  0.91579
trLit            0.08146  0.47125
trDark           0.00218  0.00565

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.4507   0.5512  0.2157  0.02792
per period var_w:    0.000006 sd_w:    0.002446
annualized var_w:  349.936533 sd_w:   18.706591
info share bounds:
             Min      Max
nbbPart  0.10794  0.69456
nboPart  0.17725  0.79708
trLit    0.03825  0.51536
trDark   0.00171  0.01198
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.47942  0.95975
trLit            0.03825  0.51536
trDark           0.00171  0.01198

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.4055   0.5746  0.1774  0.01429
per period var_w:    0.000059 sd_w:    0.007709
annualized var_w:  347.645632 sd_w:   18.645258
info share bounds:
             Min      Max
nbbPart  0.06140  0.77946
nboPart  0.13452  0.88199
trLit    0.02053  0.60348
trDark   0.00039  0.02826
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.39048  0.97892
trLit            0.02053  0.60348
trDark           0.00039  0.02826
IBM Bridged IRF starting at secondFactor=100000
--------------------------------------------------
ISEC=2 secondFactor=10000
--------------------------------------------------
ISEC=3 secondFactor=1000
--------------------------------------------------
ISEC=4 secondFactor=100
--------------------------------------------------
ISEC=5 secondFactor=10

--------------------------------------------------
Bridged random walk decomposition for IBM
vma1 =
    0.4794    0.5550    0.5343    0.0292
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.4794    0.555  0.5343  0.02924
per period var_w:    0.000000 sd_w:    0.000024
annualized var_w:  342.447433 sd_w:   18.505335
info share bounds:
             Min      Max
nbbPart  0.24850  0.27431
nboPart  0.33751  0.37660
trLit    0.34964  0.41077
trDark   0.00199  0.00204
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.58721  0.64835
trLit            0.34964  0.41077
trDark           0.00199  0.00204
Current plot held

==================================================
Results for .\DarkLit03\save\MVARiDarkLit03_NVDA_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3358   0.3337  0.4736  0.04546
per period var_w:    0.000000 sd_w:    0.000015
annualized var_w:  126.680560 sd_w:   11.255246
info share bounds:
             Min      Max
nbbPart  0.29782  0.32351
nboPart  0.32113  0.34483
trLit    0.33078  0.36876
trDark   0.00699  0.00703
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.62421  0.66223
trLit            0.33078  0.36876
trDark           0.00699  0.00703

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3271   0.3476  0.4215  0.02593
per period var_w:    0.000000 sd_w:    0.000046
annualized var_w:  122.145486 sd_w:   11.051945
info share bounds:
             Min      Max
nbbPart  0.27996  0.36274
nboPart  0.34303  0.42676
trLit    0.26542  0.32321
trDark   0.00236  0.00243
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.67439  0.73220
trLit            0.26542  0.32321
trDark           0.00236  0.00243

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3191   0.3898  0.2944  0.02803
per period var_w:    0.000000 sd_w:    0.000147
annualized var_w:  125.654443 sd_w:   11.209569
info share bounds:
             Min      Max
nbbPart  0.18277  0.55038
nboPart  0.27391  0.65754
trLit    0.11369  0.30274
trDark   0.00268  0.00368
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.69410  0.88339
trLit            0.11369  0.30274
trDark           0.00268  0.00368

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbPart  nboPart   trLit  trDark
   0.3508   0.4448  0.2386  0.0172
per period var_w:    0.000000 sd_w:    0.000508
annualized var_w:  151.200674 sd_w:   12.296368
info share bounds:
             Min      Max
nbbPart  0.13369  0.66741
nboPart  0.21065  0.76436
trLit    0.05773  0.36293
trDark   0.00082  0.00447
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.63526  0.94098
trLit            0.05773  0.36293
trDark           0.00082  0.00447

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3514   0.5197  0.2005  0.01561
per period var_w:    0.000003 sd_w:    0.001613
annualized var_w:  152.245561 sd_w:   12.338783
info share bounds:
             Min      Max
nbbPart  0.09833  0.70289
nboPart  0.19741  0.82505
trLit    0.03649  0.41641
trDark   0.00065  0.01243
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.58030  0.96223
trLit            0.03649  0.41641
trDark           0.00065  0.01243

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
   0.3655   0.5757  0.1581  0.02773
per period var_w:    0.000026 sd_w:    0.005145
annualized var_w:  154.861292 sd_w:   12.444328
info share bounds:
             Min      Max
nbbPart  0.05452  0.81488
nboPart  0.12341  0.90388
trLit    0.01565  0.54078
trDark   0.00145  0.04807
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.44954  0.98212
trLit            0.01565  0.54078
trDark           0.00145  0.04807
NVDA Bridged IRF starting at secondFactor=100000
--------------------------------------------------
ISEC=2 secondFactor=10000
--------------------------------------------------
ISEC=3 secondFactor=1000
--------------------------------------------------
ISEC=4 secondFactor=100
--------------------------------------------------
ISEC=5 secondFactor=10

--------------------------------------------------
Bridged random walk decomposition for NVDA
vma1 =
    0.3750    0.4093    0.4375    0.0266
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart   trLit   trDark
    0.375   0.4093  0.4375  0.02659
per period var_w:    0.000000 sd_w:    0.000016
annualized var_w:  150.444451 sd_w:   12.265580
info share bounds:
             Min      Max
nbbPart  0.31278  0.33675
nboPart  0.40677  0.43052
trLit    0.23768  0.27235
trDark   0.00201  0.00203
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.72562  0.76031
trLit            0.23768  0.27235
trDark           0.00201  0.00203
Current plot held
