Arcana

Wolfe Emerging Markets All-Cap Equity Model (EM_AC_2) is an emerging markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe Emerging Markets All-Cap Equity Model (EM_AC_2) Methodology & Handbook PDF

Wolfe Developing Markets All-Cap Equity Model (DM_AC_2) is a developed markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe Developing Markets All-Cap Equity Model (DM_AC_2) Methodology & Handbook PDF

Wolfe QES EU AC 2.5 (EU_AC_25) is a European multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across European equity markets.

Wolfe QES EU AC 2.5 (EU_AC_25) Methodology & Handbook PDF

Wolfe QES US AC 2.5 (US_AC_25) is a US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across US equity markets.

Wolfe QES US AC 2.5 (US_AC_25) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 (DM_AC_25) is a Developed Markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across global developed equity markets.

Wolfe QES DM AC 2.5 (DM_AC_25) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 100Z (DM_AC_25_100Z) is a Developed Markets multi-factor equity risk model using 100% z-score style exposures for factor exposure analysis, volatility forecasting, performance attribution, and portfolio…

Wolfe QES DM AC 2.5 100Z (DM_AC_25_100Z) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 Responsive (DM_AC_25_Responsive) is a developed markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across developed-market equities.

Wolfe QES DM AC 2.5 Responsive Equity Model (DM_AC_25_Responsive) Methodology & Handbook PDF

Wolfe QES DM AC 2.5 Slow (DM_AC_25_Slow) is a developed markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across developed-market equities.

Wolfe QES DM AC 2.5 Slow Equity Model (DM_AC_25_Slow) Methodology & Handbook PDF

Wolfe QES APAC AC 2.5 (APAC_AC_25) is an Asia-Pacific multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization across APAC equity markets excluding Japan…

Wolfe QES APAC AC 2.5 (APAC_AC_25) Methodology & Handbook PDF

Wolfe QES APAC AC 2.5 100Z (APAC_AC_25_100Z) is an Asia-Pacific multi-factor equity risk model using 100% z-score style exposures for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe QES APAC AC 2.5 100Z (APAC_AC_25_100Z) Methodology & Handbook PDF

Wolfe US Industrials and Materials Sector Equity Model (US_IND_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Industrials and Materials Sector Equity Model (US_IND_2) Methodology & Handbook PDF

Wolfe US TMT, Consumers, FinTech Sector Equity Model (US_CONTMT_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US TMT, Consumers, FinTech Sector Equity Model (US_CONTMT_2) Methodology & Handbook PDF

Wolfe US Energy Sector Equity Model (US_ENG_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Energy Sector Equity Model (US_ENG_2) Methodology & Handbook PDF

Wolfe US Healthcare Sector Equity Model (US_HC_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Healthcare Sector Equity Model (US_HC_2) Methodology & Handbook PDF

Wolfe US Consumer Sector Equity Model (US_CON_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Consumer Sector Equity Model (US_CON_2) Methodology & Handbook PDF

Wolfe US TMT Sector Equity Model (US_TMT_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US TMT Sector Equity Model (US_TMT_2) Methodology & Handbook PDF

Wolfe US Financial Sector Equity Model (US_FIN_2) is a US sector multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization.

Wolfe US Financial Sector Equity Model (US_FIN_2) Methodology & Handbook PDF

Access Wolfe equity risk model methodology and handbook PDFs featuring all-cap, sector, and quantitative equity models across US and international markets.

Wolfe Risk Model Factsheets

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