1. Presentation 2
Siyu Zheng

2. Stocks
JPM
2923 days
CSCO
2921 days
CVX
1804 days

4. Jump Test Tri Power Quarticity

5. Jumps CSCO 5 minute TP QP Max Ratio TP Max Ratio QP 5% 723 774 26.5%
528
18.1%
555 1%
411
470
16.1%
202
6.9%
234
0.1%
210
264
9.0% 69
2.4% 77

6. Jumps CSCO 11 minute TP QP Max Ratio TP Max Ratio QP 5% 680 749 25.6%
447
15.3%
466 1%
452
511
17.5%
181
6.2%
202
0.1%
287
333
11.4% 46
1.7% 55

9. The Difference?

12. CVX

13. Jumps Detection 5 minute
JPM
CSCO
CVX 5% 67
2.29% 39
1.34% 36
2.00% 1% 20
0.68% 12
0.41% 9
0.50%
0.1%
0.31% 3
0.10%
0.17%

17. Jump Detection 10 minute JPM CSCO CVX 5% 181 6.19% 156 5.3% 88 4.88%1% 78
2.67% 61
2.1% 42
2.32%
0.1% 31
1.06% 25
0.86% 18
1.00%