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  library_name: pytorch
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  ---
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- # Model Card for Kronos: A Foundation Model for the Language of Financial Markets
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- Kronos is a unified, scalable pre-training framework tailored to financial K-line modeling.
 
 
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- 📚 [Paper](https://huggingface.co/papers/2508.02739) | 💻 [GitHub](https://github.com/shiyu-coder/Kronos) | 🚀 [Live Demo](https://shiyu-coder.github.io/Kronos-demo/)
 
 
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- ## Abstract
18
 
19
- The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). However, their application to financial candlestick (K-line) data remains limited, often underperforming non-pre-trained architectures. Moreover, existing TSFMs often overlook crucial downstream tasks such as volatility prediction and synthetic data generation. To address these limitations, we propose Kronos, a unified, scalable pre-training framework tailored to financial K-line modeling. Kronos introduces a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. We pre-train Kronos using an autoregressive objective on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, enabling it to learn nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks. On benchmark datasets, Kronos boosts price series forecasting RankIC by 93% over the leading TSFM and 87% over the best non-pre-trained baseline. It also achieves a 9% lower MAE in volatility forecasting and a 22% improvement in generative fidelity for synthetic K-line sequences. These results establish Kronos as a robust, versatile foundation model for end-to-end financial time series analysis. Our pre-trained model is publicly available at this https URL .
 
 
 
 
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  <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/raw/main/figures/logo.jpeg" width="100">
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  </p>
24
 
25
- ## Introduction
26
 
27
- **Kronos** is the **first open-source foundation model** for financial candlesticks (K-lines), trained on data from over **45 global exchanges**.
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29
- **Kronos** is a family of decoder-only foundation models, pre-trained specifically for the "language" of financial markets—K-line sequences. Unlike general-purpose TSFMs, Kronos is designed to handle the unique, high-noise characteristics of financial data. It leverages a novel two-stage framework:
30
- 1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into **hierarchical discrete tokens**.
31
- 2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.
32
 
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- <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/raw/main/figures/overview.png" alt="Kronos Overview" width="700px" />
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- </p>
36
 
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  ## Model Zoo
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  We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
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- | Model | Tokenizer | Context length | Param | Hugging Face Model Link |
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- |--------------|---------------------------------------------------------------------------------| -------------- | ------ |---------------------------------------------------------------------------|
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  | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | ✅ [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
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  | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | ✅ [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
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  | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | ✅ [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
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- | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ (Not publicly released on Hugging Face) |
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-
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- ## Getting Started
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-
50
- ### Installation
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-
52
- 1. Install Python 3.10+, and then install the dependencies:
53
 
54
- ```shell
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- pip install -r requirements.txt
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- ```
57
- (For a complete `requirements.txt` file, please refer to the [GitHub repository](https://github.com/shiyu-coder/Kronos).)
58
-
59
- ### Making Forecasts
60
 
61
  Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
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@@ -64,21 +57,27 @@ Forecasting with Kronos is straightforward using the `KronosPredictor` class. It
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  Here is a step-by-step guide to making your first forecast.
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- #### 1. Load the Tokenizer and Model
 
 
 
 
 
 
 
 
68
 
69
  First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
70
 
71
  ```python
72
  from model import Kronos, KronosTokenizer, KronosPredictor
73
- import torch # Added for device
74
- import pandas as pd # Added for data loading
75
 
76
  # Load from Hugging Face Hub
77
  tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
78
  model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
79
  ```
80
 
81
- #### 2. Instantiate the Predictor
82
 
83
  Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
84
 
@@ -87,7 +86,7 @@ Create an instance of `KronosPredictor`, passing the model, tokenizer, and desir
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  predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
88
  ```
89
 
90
- #### 3. Prepare Input Data
91
 
92
  The `predict` method requires three main inputs:
93
  - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
@@ -95,8 +94,10 @@ The `predict` method requires three main inputs:
95
  - `y_timestamp`: A pandas Series of timestamps for the future periods you want to predict.
96
 
97
  ```python
98
- # Load your data (example data from the GitHub repo)
99
- df = pd.read_csv("https://raw.githubusercontent.com/shiyu-coder/Kronos/main/data/XSHG_5min_600977.csv")
 
 
100
  df['timestamps'] = pd.to_datetime(df['timestamps'])
101
 
102
  # Define context window and prediction length
@@ -109,7 +110,7 @@ x_timestamp = df.loc[:lookback-1, 'timestamps']
109
  y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
110
  ```
111
 
112
- #### 4. Generate Forecasts
113
 
114
  Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
115
 
@@ -131,31 +132,31 @@ print(pred_df.head())
131
 
132
  The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
133
 
134
- #### 5. Example and Visualization
135
 
136
  For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py) in the GitHub repository.
137
 
138
  Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
139
 
140
  <p align="center">
141
- <img src="https://github.com/shiyu-coder/Kronos/raw/main/figures/prediction_example.png" alt="Forecast Example" width="600px" />
142
  </p>
143
 
144
- Additionally, we also provide a script that makes predictions without Volume and Amount data, which can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
145
 
146
  ## Citation
147
 
148
- If you use Kronos in your research, we would appreciate a citation to our [paper](https://arxiv.org/abs/2508.02739):
149
 
150
  ```bibtex
151
  @misc{shi2025kronos,
152
- title={Kronos: A Foundation Model for the Language of Financial Markets},
153
  author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
154
  year={2025},
155
  eprint={2508.02739},
156
  archivePrefix={arXiv},
157
  primaryClass={q-fin.ST},
158
- url={https://arxiv.org/abs/2508.02739},
159
  }
160
  ```
161
 
 
8
  library_name: pytorch
9
  ---
10
 
11
+ # Kronos: A Foundation Model for the Language of Financial Markets
12
 
13
+ [![Paper](https://img.shields.io/badge/Paper-2508.02739-b31b1b.svg)](https://arxiv.org/abs/2508.02739)
14
+ [![Live Demo](https://img.shields.io/badge/%F0%9F%9A%80-Live_Demo-brightgreen)](https://shiyu-coder.github.io/Kronos-demo/)
15
+ [![GitHub](https://img.shields.io/badge/%F0%9F%92%BB-GitHub-blue?logo=github)](https://github.com/shiyu-coder/Kronos)
16
 
17
+ <p align="center">
18
+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/logo.jpeg?raw=true" alt="Kronos Logo" width="100">
19
+ </p>
20
 
21
+ **Kronos** is the **first open-source foundation model** for financial candlesticks (K-lines), trained on data from over **45 global exchanges**. It is designed to handle the unique, high-noise characteristics of financial data.
22
 
23
+ ## Introduction
24
+
25
+ Kronos is a family of decoder-only foundation models, pre-trained specifically for the "language" of financial markets—K-line sequences. It leverages a novel two-stage framework:
26
+ 1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into **hierarchical discrete tokens**.
27
+ 2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.
28
 
29
  <p align="center">
30
+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/overview.png?raw=true" alt="Kronos Overview" align="center" width="700px" />
31
  </p>
32
 
33
+ The success of large-scale pre-training paradigm, exemplified by Large Language Models (LLMs), has inspired the development of Time Series Foundation Models (TSFMs). Kronos addresses existing limitations by introducing a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. We pre-train Kronos using an autoregressive objective on a massive, multi-market corpus of over 12 billion K-line records from 45 global exchanges, enabling it to learn nuanced temporal and cross-asset representations. Kronos excels in a zero-shot setting across a diverse set of financial tasks, including price series forecasting, volatility forecasting, and synthetic data generation.
34
 
35
+ ## Live Demo
36
 
37
+ We have set up a live demo to visualize Kronos's forecasting results. The webpage showcases a forecast for the **BTC/USDT** trading pair over the next 24 hours.
 
 
38
 
39
+ 👉 [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)
 
 
40
 
41
  ## Model Zoo
42
 
43
  We release a family of pre-trained models with varying capacities to suit different computational and application needs. All models are readily accessible from the Hugging Face Hub.
44
 
45
+ | Model | Tokenizer | Context length | Param | Hugging Face Model Card |
46
+ |--------------|---------------------------------------------------------------------------------| -------------- | ------ |--------------------------------------------------------------------------|
47
  | Kronos-mini | [Kronos-Tokenizer-2k](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-2k) | 2048 | 4.1M | ✅ [NeoQuasar/Kronos-mini](https://huggingface.co/NeoQuasar/Kronos-mini) |
48
  | Kronos-small | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 24.7M | ✅ [NeoQuasar/Kronos-small](https://huggingface.co/NeoQuasar/Kronos-small) |
49
  | Kronos-base | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 102.3M | ✅ [NeoQuasar/Kronos-base](https://huggingface.co/NeoQuasar/Kronos-base) |
50
+ | Kronos-large | [Kronos-Tokenizer-base](https://huggingface.co/NeoQuasar/Kronos-Tokenizer-base) | 512 | 499.2M | ❌ Not yet publicly available |
 
 
 
 
 
 
51
 
52
+ ## Getting Started: Making Forecasts
 
 
 
 
 
53
 
54
  Forecasting with Kronos is straightforward using the `KronosPredictor` class. It handles data preprocessing, normalization, prediction, and inverse normalization, allowing you to get from raw data to forecasts in just a few lines of code.
55
 
 
57
 
58
  Here is a step-by-step guide to making your first forecast.
59
 
60
+ ### Installation
61
+
62
+ 1. Install Python 3.10+, and then install the dependencies from the [GitHub repository's `requirements.txt`](https://github.com/shiyu-coder/Kronos/blob/main/requirements.txt):
63
+
64
+ ```shell
65
+ pip install -r requirements.txt
66
+ ```
67
+
68
+ ### 1. Load the Tokenizer and Model
69
 
70
  First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
71
 
72
  ```python
73
  from model import Kronos, KronosTokenizer, KronosPredictor
 
 
74
 
75
  # Load from Hugging Face Hub
76
  tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
77
  model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
78
  ```
79
 
80
+ ### 2. Instantiate the Predictor
81
 
82
  Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
83
 
 
86
  predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
87
  ```
88
 
89
+ ### 3. Prepare Input Data
90
 
91
  The `predict` method requires three main inputs:
92
  - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
 
94
  - `y_timestamp`: A pandas Series of timestamps for the future periods you want to predict.
95
 
96
  ```python
97
+ import pandas as pd
98
+
99
+ # Load your data (example data can be found in the GitHub repo)
100
+ df = pd.read_csv("./data/XSHG_5min_600977.csv")
101
  df['timestamps'] = pd.to_datetime(df['timestamps'])
102
 
103
  # Define context window and prediction length
 
110
  y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
111
  ```
112
 
113
+ ### 4. Generate Forecasts
114
 
115
  Call the `predict` method to generate forecasts. You can control the sampling process with parameters like `T`, `top_p`, and `sample_count` for probabilistic forecasting.
116
 
 
132
 
133
  The `predict` method returns a pandas DataFrame containing the forecasted values for `open`, `high`, `low`, `close`, `volume`, and `amount`, indexed by the `y_timestamp` you provided.
134
 
135
+ ### 5. Example and Visualization
136
 
137
  For a complete, runnable script that includes data loading, prediction, and plotting, please see [`examples/prediction_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_example.py) in the GitHub repository.
138
 
139
  Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
140
 
141
  <p align="center">
142
+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/prediction_example.png?raw=true" alt="Forecast Example" align="center" width="600px" />
143
  </p>
144
 
145
+ Additionally, a script that makes predictions without Volume and Amount data can be found in [`examples/prediction_wo_vol_example.py`](https://github.com/shiyu-coder/Kronos/blob/main/examples/prediction_wo_vol_example.py).
146
 
147
  ## Citation
148
 
149
+ If you use Kronos in your research, we would appreciate a citation to our [paper](https://huggingface.co/papers/2508.02739):
150
 
151
  ```bibtex
152
  @misc{shi2025kronos,
153
+ title={Kronos: A Foundation Model for the Language of Financial Markets},
154
  author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
155
  year={2025},
156
  eprint={2508.02739},
157
  archivePrefix={arXiv},
158
  primaryClass={q-fin.ST},
159
+ url={https://arxiv.org/abs/2508.02739},
160
  }
161
  ```
162