Jason Ye

Associate Director, Strategy Indices
S&P Dow Jones Indices

Jason Ye is Associate Director, Strategy Indices at S&P Dow Jones Indices. He focuses on alternate beta strategies including factor-based strategies, dividends, and volatility, as well as quantitative, thematic, and asset-allocation strategies. In his role, Jason works closely with the Sales, Marketing, and Global Research & Design departments to bring new ideas to market.

Prior to his current role, Jason was a Senior Associate at Dimensional Fund Advisor’s Research Group, where he worked with global investors on research and design of factor-based equity strategies. Jason started his investment career with Microsoft’s Capital Markets team, which managed the firm’s internal equity strategies.

Jason earned a Bachelor of Economics from the University of International Business and Economics in Beijing, a Master of Science from the University of Washington, an MBA from the UCLA Anderson School of Management, and he is a CFA charterholder.

Author Archives: Jason Ye

Quality Premium Needs Long-Term Investment Horizon

The quality factor has been outperforming the S&P 500® YTD, an accelerating trend in place since 2019.[i] In the small-cap space, however, quality underperformed the S&P SmallCap 600® in 2019 (see Exhibit 1). Despite this short-term divergence, quality has exhibited consistent premium in large caps and more profoundly in small caps throughout its history. To Read more […]