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R.G. NIEDERHOFFER CAPITAL MANAGEMENT
Diversified |
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- CTA Name : R.G. Niederhoffer Capital Management
- Program Name : Diversified
- Start Date : 1993-07-01
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- Trading Strategy
- Systematic : -
- Discretionary : 10%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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R.G. Niederhoffer Capital Management
Diversified
There is no performance data for this program
Program Description: Although it is systematic in its approach, R.G. Niederhoffer Capital Management does not employ trend-following strategies. Instead, it makes short term trades, each of which has a high expected probability of success. Rather than hitting home runs and catching a few big trends a year, the firm prefers to make frequent, smaller trades which are designed to be consistently profitable. Trading is based on a set of rules derived from an extensive, quantitative study of a comprehensive database of historical prices as well as other data. The firm allocates its trading to a mix of more than 15 different internal trading advisors, each of which is a separate computer program. Performance of each advisor in the multi-model system is tracked real time. By acting as an asset allocator to these computerized traders, the firm is able to enhance its risk management and profitability. Approximately 40% of all trades are in equity indices and individual equities, 20% in U.S. and foreign interest rate markets, another 40% in currencies, energy and other futures.
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