Extended Viewer

Hitendra D Varsani

Hitendra D Varsani
Executive Director, Equity Core Research

About the Contributor

Hitendra D Varsani is an Executive Director and Factor Strategist. Previously, Hitendra was Head of the Quantitative and Derivative Strategies team for EMEA and Asia at Morgan Stanley, where he led the development of a suite of investable global factor-based index strategies across asset classes. Hitendra holds a degree in mathematics and computer science from Kings College London, and a Masters in mathematical finance from Imperial College London.

HTML Displayer Portlet

Blog posts by Hitendra D Varsani

Extended-lister

Nothing was found.
  1. BLOG

    Factors in Focus: Momentum hits a valuation speed bump 

    Oct 3, 2019 Waman Virgaonkar , Hitendra D Varsani

    Learn More

    The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?

  2. BLOG

    Using multi-country multi-currency futures in portfolio management 

    Sep 3, 2019 Hitendra D Varsani

    Learn More

    Investors seeking to more tightly manage their exposures to regional or global benchmarks are turning to multi-country multi-currency futures.

  3. BLOG

    Factors in Focus: Dynamic short term, strategic long term 

    Jul 2, 2019 Waman Virgaonkar , Hitendra D Varsani

    Learn More

    We review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.

  4. BLOG

    Factors in Focus: Risky start. Quality finish. 

    Apr 2, 2019 Hitendra D Varsani , Waman Virgaonkar

    Learn More

    We highlight the fast-moving rotation among factors that continued during Q1 2019. As we move into Q2 2019, this framework showed allocation changes in different factors.

  5. BLOG

    Factors in Focus: Navigating turbulent markets 

    Jan 8, 2019 Hitendra D Varsani , Vipul Jain

    Learn More

    In this inaugural Factors in Focus, we highlight the fast-moving rotation among factors that may have impacted investor portfolios during 2018, and we look to indications from our adaptive multi-factor framework. As 2019 began, this framework showed an overweight allocation to minimum volatility and quality, an underweight allocation to value, low size and momentum, and a neutral position on high dividend yield relative to a six-factor equally-weighted mix.

  6. BLOG

    Time to Revisit Fundamentals of Quality? 

    Jul 19, 2017 Hitendra D Varsani

    Learn More

    We have seen substantial rotation in factor index performance in the past 12 months. Value, the best-performing equity factor index in the second half of 2016, was the worst performer in the first six months of 2017.

Regulation