RG Niederhoffer Capital Management has reported a 27.4% gain in its flagship Macro Diversified Fund in Q1 2026, including a 13.8% return in March.
The firm, which was founded in 1993 and manages more than $1bn in AUM, primarily focuses on short-term quantitative trading strategies across global futures, equities and foreign exchange markets.
Many hedge funds and longer-duration strategies have struggled in March, amid sharp market reversals and cross-asset dislocations. Niederhoffer’s strategy focuses on quantitatively generated short-term trades, typically lasting fewer than five days, including intraday positions.
Roy G Niederhoffer, Founder and President, said: “Periods of elevated volatility tend to amplify behavioural biases in market participants and, paradoxically, can make markets more predictable for short periods. Even systematic strategies become more predictable at times like this.”
