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12 Reviews
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Michael R. Langston
4 Ratings

    it was great

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    Former Employee - Summer Associate in Des Moines, IA
    Former Employee - Summer Associate in Des Moines, IA

    I worked at PGI as an intern (less than an year)


    -Adjusted St. Louis Fed FSI by Principal Components Analysis on data series: interest rate, yield spread and other indicators
    -Designed a trading model, which outperformed S&P 500 by 2500 percent in last 15 year based on self-made financial stress index


    -Constructed several leading indicators to Industry Production Index by using PCA with different combinations of data series
    -Created a stock volatility index and a US dollar relative strength index in emerging markets currency

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