Sales: 866.322.8738Support: 877.322.8738

Bill McCoy
Bill McCoy
Vice President, Senior Director, Analytics Strategy
Bill has written and spoken extensively on fixed income hedging and return attribution, he has a Master's degree in Operations Research from the University of North Carolina and is a Chartered Financial Analyst and Professional Risk Manager.
Using Performance Analysis to Inform Ex-Ante Risk
With active management of market factors, the portfolio composition changes over the risk horizon, and change the expected... Read More
Bill McCoy
on Feb 28, 2018
Equilibrium and Corporate Spread Reversion
A look at mean reversion in corporate bond spreads for the S&P 500 energy sector, from December 2015 to June 2016. Read More
Bill McCoy
on May 16, 2017
Are Supply Chain Relationships the Causation for Correlation?
Supply chain relationships data can explain the correlation structure between equity returns of companies. Read More
Bill McCoy
on May 2, 2017
Forecasting the Unforeseeable: Government Policy Risk Management
The goal in government policy risk management is to forecast not the probability, but the impact. Read More
Bill McCoy
on Apr 12, 2017
The "Obvious" Fixed Income Forecast for 2017
Bill McCoy calls upon Captain Obvious to predict the fixed income market trends of 2017. Read More
Bill McCoy
on Dec 6, 2016
Testing Strategies for Corporate Credit Spread
We detail how to develop a process and test statistic for developing a credit strategy for fixed income. Read More
Bill McCoy
on Nov 24, 2015
The Second Order: Linear Models in a Nonlinear Valuation Process
Fixed income valuation is nonlinear by definition, and the nonlinear effects are not minor. Read More
Bill McCoy
on Jul 28, 2015
Relative Valuation Models: An Alternative to Measuring Corporate Spread Risk
Given the shortcomings of the “bucket” approach to measuring corporate spread risk, consider relative valuation models as an... Read More
Bill McCoy
on Jul 7, 2015

Leave a comment

Written by
Written by Author
FactSet Insight

Contact Us

If you are looking to source FactSet data or analytics in your publication, have a question for one of our authors, or need help with your subscription, please drop us a line.
Contact Us