Legendary trader and speculator was recently interviewed by Barry Ritholtz on the Bloomberg Masters in Business Podcast.
You can find the full podcast interview here:
Victor Niederhoffer: Lessons of Making and Losing a Fortune (Masters in Business Podcast)
For more on Victor Niederhoffer, refer to this 2007 profile in the New Yorker:
The Blow-Up Arist (New Yorker Profile)
There are also some bits and pieces of a nineties documentary on Youtube. Niederhoffer was interviewed after he the Asian financial crisis blow-up.
Video: Victor Niederhoffer after he lost everything in the 1997 Asian Crisis