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Rohit Gupta

Rohit Gupta

Vice President, MSCI Research

Rohit Gupta is a member of the MSCI research team focused on derivatives and exchange solutions, which provides quantitative solutions for listed futures and options. Previously, he worked as a client portfolio manager within the quantitative-investment-strategies team at Goldman Sachs Asset Management. Rohit holds an MBA from Narsee Monjee Institute of Management (NMIMS), Mumbai, and is a CFA® charterholder.

Research and Insights

Articles by Rohit Gupta

    Long Story Cut Short in Regional Equity Futures Positioning

    5 mins read Blog | Apr 12, 2023 | Rohit Gupta , Hitendra D Varsani

    The recent banking crisis startled the credit markets while the broad equity market remained resilient. We analyze net long-short positions as investors adjusted their index futures exposures to adapt to changing market dynamics.  

    The Futures of Emerging Markets in Asia

    2 mins read Quick Take | Feb 8, 2023 | Rohit Gupta , Hitendra D Varsani

    There are varying risks and opportunities for emerging markets (EM) equities in Asia. We highlight EM Asia futures as a potential path for asset allocation, tactical adjustments and risk-management purposes.

    The Futures of Emerging Markets Decoupled

    2 mins read Quick Take | Jan 25, 2023 | Hitendra D Varsani , Rohit Gupta

    Investors in emerging markets begin the year with historically low valuations and softened U.S. dollar strength. With a wide decoupling within these markets, we assess the consideration of multi-country, multi-currency or single-country futures.

    India Equity Futures for the World

    6 mins read Blog | Jan 17, 2023 | Rohit Gupta , Dinank Chitkara

    India is the world’s fifth largest economy and one of the fastest-growing major markets. We believe that futures linked to the MSCI India Index could help capture a deeper opportunity set and manage Indian equity exposure. 

    How Have Hedge Funds Navigated the Recent Market Turmoil?

    2 mins read Quick Take | Jul 7, 2022 | Rohit Gupta , Dinank Chitkara

    With the MSCI World Index down 20.3% in the first half of 2022, equity hedge funds have not been immune to recent market volatility. We evaluate how equity hedge-fund exposure has changed in terms of sector and style factors.

    Carbon Markets: An Emerging Derivatives Class

    6 mins read Blog | Jun 28, 2022 | Hitendra D Varsani , Rohit Gupta

    Carbon markets can play a significant role in managing carbon risk within equity portfolios to hedge against price risks. Our research focuses on applications, carbon-risk management and correlations to other assets classes.

    Introducing the Carbon Market Age

    6 mins read Blog | Jun 8, 2022 | Hitendra D Varsani , Rohit Gupta

    The carbon market can play a significant role in the decarbonization of the global economy by putting a price on carbon and giving polluters an incentive to reduce their emissions.

    Risk Control with Maximum Exposure

    Research Report | Mar 7, 2022 | Hitendra D Varsani , Rohit Gupta

    Classic risk-control uses cash and/or U.S. Treasurys with a growth asset, typically referenced to an equity index, which has stabilized volatility, but not always allowed strategies to reach their full potential. We present new approaches for doing so.

    Active-Management Opportunities in a Disperse Market

    8 mins read Blog | Jul 13, 2021 | Hitendra D Varsani , Rohit Gupta

    Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.