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Vipul Jain

Vipul Jain

Vice President, MSCI Research

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 Filings

    9 mins read Blog | Feb 24, 2021 | Vipul Jain , Kunal Jha

    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 Sentiment

    Research Report | Dec 4, 2020 | Roman Kouzmenko , George Bonne , Vipul Jain

    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 Crisis

    Blog | Jun 24, 2020 | Vipul Jain , Roman Kouzmenko

    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 Credit

    Research Report | Jan 6, 2020 | Rohit Mendiratta , Vipul Jain , Hitendra Varsani

    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 | Roman Kouzmenko , Vipul Jain

    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?