Alexander Hübbert

PhD candidate in Finance at Stockholm University, defending April 2026. My research on market microstructure and insider trading uses hundreds of gigabytes of tick data and an LSE limit order book I reconstructed.

Outside my PhD, I design and backtest equity strategies and publish the results weekly on LinkedIn. Recent work was featured in The Wall Street Journal.

On the job market. If you are hiring for a quantitative role, or just want to talk markets, feel free to send me a message.