3. Early identification of jumping risks: JSS jumping state spectrum model is industry-leading

The majority of market losses come from the moment when continuity is disrupted.
QuantoS can recognize:
Structural Jump
Asymmetric risk accumulation
Cross asset pressure synchronization
The jumping precursor formed by the accumulation of high-frequency anomalies
Similar to Citadel and Two Sigma approaches, but the model is fully interpretable.