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  • CTA Name : R.G. Niederhoffer Capital Management
  • Program Name : Diversified
  • Start Date : 1993-07-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 10%
  • Fundamental : -
  • Technical : -
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : Yes
  • Softs : Yes

R.G. Niederhoffer Capital Management


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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