3. Early Identification of Jump Risks: JSS Jump State Spectrum Model Industry-Leading

Most market losses come from “moments when continuity is broken.” QuantOS can identify:
– Systemic jumps
– Asymmetric risk accumulation
– Synchronized cross-asset pressures
– Jump precursors formed by high-frequency anomaly accumulation

Similar to Citadel and Two Sigma, but the model is completely interpretable.