In Portugal this short form is used on both genders. Plenty of Portuguese male nicknames/diminutives end in -a (Duda, Zeca, Guga, Joca, Lula, Cacá, Mica...)
I'm Brazilian and I think the usage of this name might be a little diferent. "Duda", here and in Portugal, is a diminutive form of "Eduarda". Most of the names which end in A are feminine, in Portuguese, and it goes for the diminutives too.