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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
Using Derivatives to Scale China and Emerging Markets ex China
6 mins read Blog | Nov 9, 2023 | Rohit Gupta, Hitendra D VarsaniChina’s large share of emerging-market (EM) equities and its falling correlations with EM are leading some investors to allocate separately to the two universes. A tactical overlay of futures and swaps could be used to adjust regional exposures.
The Futures of Singapore’s Equity Market
7 mins read Blog | Oct 18, 2023 | Rohit GuptaWe highlight key characteristics of the Singapore equity market and analyze the impact of foreign-listed securities in the MSCI Singapore Free Index. Investors may consider managing Singapore equity exposure using futures linked to the index.
India's Leap into Lunar Exploration and the Global Economy
2 mins read Quick Take | Aug 23, 2023 | Rohit Gupta, Raman SubramanianBeyond the symbolic nature of being the first to land on the moon's south pole, this feat underscores India's shift towards technology-driven innovation and could mark an expanding global role and increasing prominence in global equity portfolios.
Insights from Past Concentrated Rallies and Thematic Opportunities
5 mins read Blog | Aug 16, 2023 | Dinank Chitkara, Rohit GuptaThe rally in the first half of 2023 shared some similarities, and had notable differences, with past concentrated rallies. In addition to AI, structural megatrends, such as the blockchain economy and robotics, helped drive the rally.
'Magnificent Seven' Drove the Equity-Market Rally
2 mins read Quick Take | Jun 28, 2023 | Dinank Chitkara, Rohit GuptaGlobal equities, as measured by the MSCI ACWI Index, roared back through May of 2023. A closer look, however, revealed that just a handful of stocks accounted for more than 70% of the total return. Which stocks punched above their weight?
Long Story Cut Short in Regional Equity Futures Positioning
5 mins read Blog | Apr 12, 2023 | Rohit Gupta, Hitendra D VarsaniThe 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 VarsaniThere 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 GuptaInvestors 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 ChitkaraIndia 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 ChitkaraWith 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 GuptaCarbon 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 GuptaThe 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 GuptaClassic 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 GuptaDisperse 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.