Jason Lee

Disclaimer: Views in this blog do not promote, and are not directly connected to any L&G product or service. Views are from a range of L&G investment professionals, may be specific to an author’s particular investment region or desk, and do not necessarily reflect the views of L&G. For investment professionals only.

Jason Lee

Jason is a Quantitative Strategist in the Index Solutions Group, responsible for the research and development of LGIM’s bespoke systematic index strategies. Jason joined LGIM in June 2021 from the Currency Portfolio Management team at Russell Investments. Prior to that, he worked as an Analyst at Nomura International plc and at Bank of America Merrill Lynch. Jason graduated from the University of Nottingham with a BSc (Hons) degree in Economics and an MSc in Mathematical Trading & Finance from the Bayes Business School (formerly Cass), University of London. He also holds a certification in Sustainable Finance from the University of Cambridge.

Other articles by Jason Lee

go board concept

The equity market is concentrated – but does it matter?

In the second of a series on market concentration, we examine whether concentration poses a threat to investors.

equity concentration

Just how concentrated are equity markets?

In the first of a two-part series on market concentration, we explain the metrics used to measure concentration and what they tell us about today’s equity market.

data visualisation

Price momentum: the trend is your friend, until it isn’t

In the second instalment of a two-part blog, we examine some techniques that aim to improve the risk-adjusted returns of momentum strategies.

Newtons cradle

Price momentum: the curious case of market inertia

In the first instalment of a two-part blog, we examine the academic origins of price momentum, and its uneasy coexistence with the Efficient Market Hypothesis.

Eye test

Value meets vision: performance testing a modified factor strategy

In the second instalment of a two-part blog, we see how incorporating innovation capital into a value factor strategy can affect performance.

Human eye

Value meets vision: the rise of innovation capital

In the first instalment of a two-part blog, we chart the increasing importance of intangible assets, and consider the implications for value investors.

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