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Mike Strobel
Senior Engineer/VP at Barclays (AMM/HFT)
Mike Strobel is a highly skilled computer science professional with a degree from Georgia Tech. He ventured into the field of algorithmic trading, specifically in the areas of Automated Market Making (AMM) and High-Frequency Trading (HFT).
With a strong passion for coding, Mike specializes in UI subsystem design, particularly in User Experience (UX) development using Windows Presentation Foundation (WPF). His expertise also spans across asynchronous and concurrent programming, runtime code generation, and language/compiler design.
Having over a decade of experience in general .NET development, Mike has been involved in WPF since its early stages during the 'Avalon' Community Technology Previews (CTPs). He excels in optimizing and enhancing third-party WPF controls to handle extensive datasets and frequent updates. His projects include managing complex data grids with massive amounts of data and live updates for production trading applications.
In the realm of backend development, Mike focuses on creating high-performance data flow systems using a reactive programming model similar to Rx but tailored for Java. He leverages runtime code generation to address performance and memory challenges associated with dynamic data processing. This involves generating storage classes to reduce memory consumption, specialized serializers for improved throughput, and compiled queries for faster data processing.
Beyond his professional endeavors, Mike contributes to the developer community by maintaining an open-source Java decompiler and a suite of metaprogramming tools named Procyon in his leisure time.
Throughout his career, Mike Strobel has held key roles at prestigious organizations including Senior Engineer and Vice President at Barclays Investment Bank and positions at Cdc Software and Ross Systems.