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Vipul Jain

Vipul Jain
Vice President, Equity Factor Research

About the Contributor

Vipul Jain is Vice President on the Equity Factor Research team, which develops new factors for MSCI’s analytics and index products. Previously, Vipul worked as a quantitative portfolio manager with Motilal Oswal Financial Services, where he managed algorithmic trading strategies on equity derivatives. He also has worked at Halliburton Energy Services. Vipul received his B.Tech. in Electrical Engineering from Indian Institute of Technology (IIT) Madras and is a CFA charterholder.

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Blog posts by Vipul Jain


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  1. BLOG

    Short Interest Factor Performance in Times of Crisis 

    Jun 24, 2020 Vipul Jain , Roman Kouzmenko

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    Given recent short interest factor performance, we asked: What has been the relationship between this factor and large market drawdowns? Were there changes in short selling during COVID-19? Did short-selling bans affect short interest factor performance?

  2. BLOG

    Did insider transactions have secrets to tell? 

    Nov 19, 2019 Vipul Jain , Roman Kouzmenko

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    Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?

  3. BLOG

    Factors in Focus: Navigating turbulent markets 

    Jan 8, 2019 Hitendra D Varsani , Vipul Jain

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    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.