SMU's Premier Quantitative Finance Club
Traders@SMU is the premier trading and financial markets club at Southern Methodist University. We're dedicated to educating and empowering students interested in trading, investing, and financial markets.
Traders@SMU
Traders@SMU is the premier student-led organization at Southern Methodist University dedicated to fostering knowledge and skills in trading and financial markets. Founded with the mission to bridge the gap between classroom theory and real-world practice, we provide our members with hands-on trading experience, educational workshops, and networking opportunities with industry professionals.
Amar Gande
Dr. Amar Gande is an Associate Professor of Finance at SMU’s Cox School of Business, having previously taught at Vanderbilt, and holds a PhD in Finance from NYU. His work focuses on financial institutions, corporate finance, and international finance, with award-winning research published in leading journals such as the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies, and he serves on the editorial board of the Journal of International Business Studies. Before academia he worked in corporate banking and trade finance at Citibank in India, and he also holds an MBA from IIM Calcutta and a BTech in Mechanical Engineering from IIT Madras.
Our Approach
Educate
We provide comprehensive workshops and seminars on trading strategies, market analysis, and financial instruments.
Practice
We offer hands-on experience through simulated trading competitions and real-time market analysis sessions.
Connect
We facilitate networking opportunities with industry professionals, alumni, and like-minded peers.
Multi-Strategy Sector Structure
Traders@SMU is structured like a small multi-strategy hedge fund. Members join one of three sectors and work on live or research trading strategies within that focus. Sector heads act like portfolio managers; new members start as core analysts and take on more model and risk ownership as they progress.
Fundamental and factor-driven stock selection. Build theses, financial models, and portfolios that go long quality or mispriced names and short overvalued or weak ones, often using ML-based signals.
Special situations and relative-value trades around corporate actions, index changes, commodities, and pairs. Data-intensive spread analysis, mispricing detection, and backtesting.
Systematic, model-driven strategies across equities, futures, and options. Heavy Python, statistics, and signal research, including non-linear mean reversion and other advanced methods.
Executive Team
The executive team of Traders@SMU consists of dedicated student leaders who drive the organization's mission, overseeing operations, events, and member development.
