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Hitendra Varsani

Hitendra Varsani
Executive Director, Equity Core Research

About the Contributor

Hitendra 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.

Blog posts by Hitendra Varsani

  1. 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.

  2. 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.

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