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.
Research and Insights
Articles by Vipul Jain
Finding the Sentiment Hidden in Regulatory Filings9 mins read Blog | Feb 24, 2021 |
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.
The Many Faces of SentimentResearch Report | Dec 4, 2020 |
We extend our research into sentiment measures by introducing several more traditional and alternative datasets, analyzing their historical and recent performance individually, and as an equal-weighted combination. Our analysis indicates sentiment factors increased transparency into sources of risk and return and the potential for positive risk-adjusted returns, compared to traditional factors.
Short Interest Factor Performance in Times of CrisisBlog | Jun 24, 2020 |
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?
Factors and Corporate Bonds: Single and Multi-Factor Approaches to Corporate CreditResearch Report | Jan 6, 2020 |
Could factor investing offer a risk-return edge in USD investment-grade corporate credit? We simulated the past performance of six fixed-income factors — value, low size, quality, momentum, carry and low risk — that broadly align with MSCI’s equity factors.
Did insider transactions have secrets to tell?Blog | Nov 19, 2019 |
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?