# Arcana Help Center > Arcana Help Center ## 1\) Most Used Features - [Admin Panel: RMS Settings](https://help.arcana.io/en/articles/16193081-admin-panel-rms-settings.md): Configure custom fields, tags, note types, and automation rules for research notes across your organization. ## 4\) FAQ - [How to Access All Help Center Articles](https://help.arcana.io/en/articles/10752958-how-to-access-all-help-center-articles.md): Turn on Chrome's local network access to see the full Arcana Help Center. - [Arcana MCP Documentation](https://help.arcana.io/en/articles/14998904-arcana-mcp-documentation.md): Documentation for the Arcana MCP connector - [How to Install the Arcana Desktop App](https://help.arcana.io/en/articles/16233097-how-to-install-the-arcana-desktop-app.md): Download and install the Arcana Desktop App on Windows. ## 6\) Risk Model Methodology Guides, Handbooks & Factsheets - [MSCI Barra Global Equity Model \(GEM3\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14982876-msci-barra-global-equity-model-gem3-methodology-handbook-pdf.md): MSCI Barra Global Equity Model \(GEM3\) is a global multi-factor equity risk model designed for portfolio risk analysis, factor exposure measurement, volatility forecasting, and portfolio optimizatio... - [MSCI Barra Global Total Market Equity Trading Model \(GEMTRD\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14982881-msci-barra-global-total-market-equity-trading-model-gemtrd-methodology-handbook-pdf.md): MSCI Barra Global Total Market Equity Trading Model \(GEMTRD\) is a global multi-factor equity trading risk model for factor exposure analysis, volatility forecasting, performance attribution, and po... - [MSCI Barra Global Equity Factor Model for Long-Term Investors \(GEMCS1LTS/L and EFMGEMLTS/L\) Factsheet PDF](https://help.arcana.io/en/articles/15962964-msci-barra-global-equity-factor-model-for-long-term-investors-gemcs1lts-l-and-efmgemlts-l-factsheet-pdf.md): MSCI Barra GEMCS1LTS/L and EFMGEMLTS/L are global multi-factor equity risk models designed for long-term investors. The models support portfolio construction, factor exposure analysis, risk forecas... - [MSCI Barra Global Total Market Equity Model for Long-Term Investors \(GEMLT\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14896770-msci-barra-global-total-market-equity-model-for-long-term-investors-gemlt-methodology-handbook-pdf.md): MSCI Barra Global Total Market Equity Model for Long-Term Investors \(GEMLT\) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution,... - [MSCI Barra US Total Market Equity Model for Medium-Term Investors \(USMED\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14896719-msci-barra-us-total-market-equity-model-for-medium-term-investors-usmed-methodology-handbook-pdf.md): MSCI Barra US Total Market Equity Model for Medium-Term Investors \(USMED\) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, pe... - [MSCI Barra US Small Cap Equity Model \(USSC4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14982941-msci-barra-us-small-cap-equity-model-ussc4-methodology-handbook-pdf.md): MSCI Barra US Small Cap Equity Model \(USSC4\) is a US small-cap multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attributi... - [MSCI Barra US Equity Model \(USE4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14982987-msci-barra-us-equity-model-use4-methodology-handbook-pdf.md): MSCI Barra US Equity Model \(USE4\) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfolio opt... - [MSCI Barra US Total Market Equity Trading Model \(USFASTD\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14983113-msci-barra-us-total-market-equity-trading-model-usfastd-methodology-handbook-pdf.md): MSCI Barra US Total Market Equity Trading Model \(USFASTD\) is a US multi-factor equity trading risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performanc... - [MSCI Barra US Total Market Equity Model for Long-Term Investors \(USSLOWL\) Methodology and Handbook PDF](https://help.arcana.io/en/articles/14983055-msci-barra-us-total-market-equity-model-for-long-term-investors-usslowl-methodology-and-handbook-pdf.md): MSCI Barra US Total Market Equity Model for Long-Term Investors \(USSLOWL\) is a US multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, pe... - [MSCI Barra Asia Pacific Equity Factor Trading Model \(APACEFMTRD\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14999954-msci-barra-asia-pacific-equity-factor-trading-model-apacefmtrd-methodology-handbook-pdf.md): MSCI Barra Asia Pacific Equity Factor Trading Model \(APACEFMTRD\) is an Asia Pacific multi-factor trading risk model for factor exposure analysis, volatility forecasting, performance attribution, an... - [MSCI Barra Japan Equity Model \(JPE4\) Methodology and Handbook PDF](https://help.arcana.io/en/articles/14983228-msci-barra-japan-equity-model-jpe4-methodology-and-handbook-pdf.md): MSCI Barra Japan Equity Model \(JPE4\) is a Japan multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attribution, and portfol... - [MSCI Barra India Total Market Equity Model \(INE2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14983275-msci-barra-india-total-market-equity-model-ine2-methodology-handbook-pdf.md): MSCI Barra India Total Market Equity Model \(INE2\) is an India multi-factor equity risk model for portfolio risk analysis, factor exposure measurement, volatility forecasting, performance attributio... - [MSCI Barra Europe Total Market Equity Model \(EULTL and EULTS\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/14983321-msci-barra-europe-total-market-equity-model-eultl-and-eults-methodology-handbook-pdf.md): MSCI Barra Europe Total Market Equity Model \(EULTL and EULTS\) is a European multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfol... - [Wolfe Emerging Markets All-Cap Equity Model \(EM\_AC\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000299-wolfe-emerging-markets-all-cap-equity-model-em_ac_2-methodology-handbook-pdf.md): 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 portfo... - [Wolfe Developing Markets All-Cap Equity Model \(DM\_AC\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000502-wolfe-developing-markets-all-cap-equity-model-dm_ac_2-methodology-handbook-pdf.md): 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 port... - [Wolfe QES EU AC 2.5 \(EU\_AC\_25\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000091-wolfe-qes-eu-ac-2-5-eu_ac_25-methodology-handbook-pdf.md): 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... - [Wolfe QES US AC 2.5 \(US\_AC\_25\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000286-wolfe-qes-us-ac-2-5-us_ac_25-methodology-handbook-pdf.md): 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 mark... - [Wolfe QES DM AC 2.5 \(DM\_AC\_25\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15303261-wolfe-qes-dm-ac-2-5-dm_ac_25-methodology-handbook-pdf.md): 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... - [Wolfe QES DM AC 2.5 100Z \(DM\_AC\_25\_100Z\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15303309-wolfe-qes-dm-ac-2-5-100z-dm_ac_25_100z-methodology-handbook-pdf.md): 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 a... - [Wolfe QES DM AC 2.5 Responsive Equity Model \(DM\_AC\_25\_Responsive\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15384439-wolfe-qes-dm-ac-2-5-responsive-equity-model-dm_ac_25_responsive-methodology-handbook-pdf.md): 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 portfol... - [Wolfe QES DM AC 2.5 Slow Equity Model \(DM\_AC\_25\_Slow\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15384754-wolfe-qes-dm-ac-2-5-slow-equity-model-dm_ac_25_slow-methodology-handbook-pdf.md): 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 optimizat... - [Wolfe QES APAC AC 2.5 \(APAC\_AC\_25\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15303316-wolfe-qes-apac-ac-2-5-apac_ac_25-methodology-handbook-pdf.md): 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... - [Wolfe QES APAC AC 2.5 100Z \(APAC\_AC\_25\_100Z\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15303319-wolfe-qes-apac-ac-2-5-100z-apac_ac_25_100z-methodology-handbook-pdf.md): 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 a... - [Wolfe US Industrials and Materials Sector Equity Model \(US\_IND\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000318-wolfe-us-industrials-and-materials-sector-equity-model-us_ind_2-methodology-handbook-pdf.md): 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 po... - [Wolfe US TMT, Consumers, FinTech Sector Equity Model \(US\_CONTMT\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000308-wolfe-us-tmt-consumers-fintech-sector-equity-model-us_contmt_2-methodology-handbook-pdf.md): 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 p... - [Wolfe US Energy Sector Equity Model \(US\_ENG\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000321-wolfe-us-energy-sector-equity-model-us_eng_2-methodology-handbook-pdf.md): 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 Healthcare Sector Equity Model \(US\_HC\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000445-wolfe-us-healthcare-sector-equity-model-us_hc_2-methodology-handbook-pdf.md): 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 optimiza... - [Wolfe US Consumer Sector Equity Model \(US\_CON\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000459-wolfe-us-consumer-sector-equity-model-us_con_2-methodology-handbook-pdf.md): 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 optimizat... - [Wolfe US TMT Sector Equity Model \(US\_TMT\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000464-wolfe-us-tmt-sector-equity-model-us_tmt_2-methodology-handbook-pdf.md): 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 Financial Sector Equity Model \(US\_FIN\_2\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15000487-wolfe-us-financial-sector-equity-model-us_fin_2-methodology-handbook-pdf.md): 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 optimiza... - [Axioma Worldwide Equity Factor Risk Model \(WW5.1\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014378-axioma-worldwide-equity-factor-risk-model-ww5-1-methodology-handbook-pdf.md): Axioma Worldwide Equity Factor Risk Model \(WW5.1\) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization. - [Axioma AXWW4 Worldwide Equity Factor Risk Model \(WW4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014561-axioma-axww4-worldwide-equity-factor-risk-model-ww4-methodology-handbook-pdf.md): Axioma AXWW4 Worldwide Equity Factor Risk Model \(WW4\) is a global multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimiz... - [Axioma Worldwide Equity Factor Risk Model \(AXWW5.1-TH\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15384244-axioma-worldwide-equity-factor-risk-model-axww5-1-th-methodology-handbook-pdf.md): Axioma Worldwide Equity Factor Risk Model \(AXWW5.1-TH\) is a global trading-horizon multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and ... - [Axioma AX-US5.1 MH & SH Model \(US5.1\_MH\_S\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014350-axioma-ax-us5-1-mh-sh-model-us5-1_mh_s-methodology-handbook-pdf.md): Axioma AX-US5.1 MH & SH Model \(US5.1\_MH\_S\) is a US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization. - [Axioma United States Equity Factor Risk Model \(US5.1\_TH\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014510-axioma-united-states-equity-factor-risk-model-us5-1_th-methodology-handbook-pdf.md): Axioma United States Equity Factor Risk Model \(US5.1\_TH\) is a US trading-horizon multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and po... - [Axioma North America Equity Factor Risk Model \(NA4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15384174-axioma-north-america-equity-factor-risk-model-na4-methodology-handbook-pdf.md): Axioma North America Equity Factor Risk Model \(NA4\) is a North American multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio o... - [Axioma North America Linked Equity Factor Risk Model \(NALM4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15384225-axioma-north-america-linked-equity-factor-risk-model-nalm4-methodology-handbook-pdf.md): Axioma North America Linked Equity Factor Risk Model \(NALM4\) is a linked multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio ... - [Axioma Developed Markets EX-US Equity Factor Risk Model \(US4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014478-axioma-developed-markets-ex-us-equity-factor-risk-model-us4-methodology-handbook-pdf.md): Axioma Developed Markets EX-US Equity Factor Risk Model \(US4\) is a developed markets ex-US multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attributi... - [Axioma AXEM4 Emerging Market Equity Factor Risk Model \(EM4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014405-axioma-axem4-emerging-market-equity-factor-risk-model-em4-methodology-handbook-pdf.md): Axioma AXEM4 Emerging Market Equity Factor Risk Model \(EM4\) is an emerging markets multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and ... - [Axioma Australia Equity Factor Risk Model \(AU4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014367-axioma-australia-equity-factor-risk-model-au4-methodology-handbook-pdf.md): Axioma Australia Equity Factor Risk Model \(AU4\) is an Australian multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimiza... - [Axioma AXEU4 Europe Equity Factor Risk Model \(EU4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014465-axioma-axeu4-europe-equity-factor-risk-model-eu4-methodology-handbook-pdf.md): Axioma AXEU4 Europe Equity Factor Risk Model \(EU4\) is a European multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimiza... - [Axioma Japan Equity Factor Risk Model \(AXJP4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014428-axioma-japan-equity-factor-risk-model-axjp4-methodology-handbook-pdf.md): Axioma Japan Equity Factor Risk Model \(AXJP4\) is a Japan multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio optimization. - [Axioma Asia-Pacific Ex Japan Equity Factor Risk Model \(AXAPxJP4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014636-axioma-asia-pacific-ex-japan-equity-factor-risk-model-axapxjp4-methodology-handbook-pdf.md): Axioma Asia-Pacific Ex Japan Equity Factor Risk Model \(AXAPxJP4\) is an Asia-Pacific ex Japan multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribu... - [Axioma Asia-Pacific Equity Factor Risk Model \(AXAP4\) Methodology & Handbook PDF](https://help.arcana.io/en/articles/15014649-axioma-asia-pacific-equity-factor-risk-model-axap4-methodology-handbook-pdf.md): Axioma Asia-Pacific Equity Factor Risk Model \(AXAP4\) is an Asia-Pacific multi-factor equity risk model for factor exposure analysis, volatility forecasting, performance attribution, and portfolio o... - [Axioma United States Equity Factor Risk Model \(AXUSSC4\) Factsheet PDF](https://help.arcana.io/en/articles/16988277-axioma-united-states-equity-factor-risk-model-axussc4-factsheet-pdf.md): Axioma AXUSSC4 is a U.S. equity factor risk model designed for portfolio risk analysis, factor exposure analysis, and risk forecasting across U.S. equities.