R. G. Niederhoffer Capital Management, Inc. is a 31-year-old Miami-based quantitative trading advisor. R. G. Niederhoffer Capital Management aims to improve the return and risk-adjusted return of its institutional and high net worth clients by providing a combination of strong absolute return and dependable downside protection for portfolios containing equities, hedge funds, fixed income, and other traditional and alternative assets. The firm employs a short-term, primarily contrarian strategy to invest systematically in the world’s largest and most liquid equity, fixed income, foreign exchange and commodity markets. Founder Roy Niederhoffer graduated in 1987 from Harvard University with a degree in Computational Neuroscience, and the firm’s investment strategy takes its inspiration from this field. The underlying principle of the strategy is that markets are predictable in the short-term because their movements are influenced by the behavioral biases of market participants. The strategy has a unique “long realized volatility” profile as volatility triggers predictable, emotional responses (greed/fear) from both human traders and quantitative strategies.
Since its inception in 1993, the firm has won industry-wide acclaim for its various programs, including most recently: “2016 Fund of the Year” by CTA Intelligence for the Roy. G. Niederhoffer Capital Management Diversified Program, “2016 Investor Choice Award” for the Roy. G. Niederhoffer Capital Management Optimal Alpha Program. Other award-winning years for the firm include 2000 and 2008. Mr. Niederhoffer has also appeared frequently as a guest on television, including Bloomberg TV and CNBC.