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Vipul Jain

Vipul Jain
Vice President, MSCI Research

About the Contributor

Vipul Jain serves on the MSCI research team that investigates the use of data-science techniques and alternative datasets to solve investment problems. Previously, Vipul worked as a quantitative portfolio manager with Motilal Oswal Financial Services, where he managed algorithmic-trading strategies in equity derivatives. Vipul received his bachelor’s degree in electrical engineering from Indian Institute of Technology Madras and is a CFA charterholder.

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Blog posts by Vipul Jain

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  1. BLOG

    Finding the Sentiment Hidden in Regulatory Filings 

    Feb 24, 2021 Vipul Jain , Kunal Jha

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    Using natural language processing techniques, we constructed a sentiment factor that quantifies changes in the tone and content of company filings, and may be an indicator of future risks facing a company.

  2. 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?

  3. 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?

Regulation