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Citadel, which was included in Michael Lewis' high-frequency trading book "Flash Boys", is known for being super-secretive.
CNBC reporter Kate Kelly pointed out that a government employee only needs two card swipes to get to his/her desk, while a trader at Citadel would need five.
"We need to protect our intellectual property," Griffin responded after going through the swipes he does every day - the parking garage, the building entrance, elevator, trading floor, etc.