Looking at the strategies that Citadel employs, you can see they run the typical gamut: rates, credit, equities, fx, and this otherwise nebulous group global quantitative strategies (GQS). How does the latter group differ from CitSec?
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Simple af; GQS in quantitative investing team in the hedge fund. But Citsec are market makers. CIG and Citsec are totally different companies, although conspiracy says they are not lol
GQS = applying math/cs to fx/rates vol to derive alpha in a hf structure (wrt 2/20)
CitSec = hft market making in a prop structure (internal capital)
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