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  # 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 (candlestick) modeling. It introduces a specialized tokenizer that discretizes continuous market information into token sequences, preserving both price dynamics and trade activity patterns. Kronos is pre-trained 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.
 
 
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- 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 Time Series Foundation Model (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.
 
 
 
 
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- For more details, refer to our paper: [Kronos: A Foundation Model for the Language of Financial Markets](https://huggingface.co/papers/2508.02739).
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- Live Demo: [Kronos Live Demo](https://shiyu-coder.github.io/Kronos-demo/)
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- Code: [GitHub Repository](https://github.com/shiyu-coder/Kronos)
 
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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" align="center" width="700px" />
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  </p>
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- ## Introduction
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- 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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- 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:
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- 1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into **hierarchical discrete tokens**.
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- 2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.
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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 | Open-source |
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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 | ❌ |
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- ## Getting Started
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-
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- ### Installation
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-
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- 1. Install Python 3.10+, and then install the dependencies:
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-
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- ```shell
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- pip install -r requirements.txt
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- ```
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-
54
- ### Making Forecasts
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  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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@@ -59,7 +57,15 @@ 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
 
 
 
 
 
 
 
 
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  First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.
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@@ -71,7 +77,7 @@ tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
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  model = Kronos.from_pretrained("NeoQuasar/Kronos-small")
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  ```
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- #### 2. Instantiate the Predictor
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  Create an instance of `KronosPredictor`, passing the model, tokenizer, and desired device.
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  predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)
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  ```
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- #### 3. Prepare Input Data
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85
  The `predict` method requires three main inputs:
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  - `df`: A pandas DataFrame containing the historical K-line data. It must include columns `['open', 'high', 'low', 'close']`. `volume` and `amount` are optional.
@@ -90,7 +96,7 @@ The `predict` method requires three main inputs:
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  ```python
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  import pandas as pd
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- # Load your data
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  df = pd.read_csv("./data/XSHG_5min_600977.csv")
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  df['timestamps'] = pd.to_datetime(df['timestamps'])
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@@ -104,7 +110,7 @@ x_timestamp = df.loc[:lookback-1, 'timestamps']
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  y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']
105
  ```
106
 
107
- #### 4. Generate Forecasts
108
 
109
  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.
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@@ -126,21 +132,21 @@ print(pred_df.head())
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  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.
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129
- #### 5. Example and Visualization
130
 
131
- 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).
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  Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:
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  <p align="center">
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- <img src="https://github.com/shiyu-coder/Kronos/raw/main/figures/prediction_example.png" alt="Forecast Example" align="center" width="600px" />
137
  </p>
138
 
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- 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).
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  ## Citation
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143
- If you use Kronos in your research, we would appreciate a citation to our [paper](https://arxiv.org/abs/2508.02739):
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145
  ```bibtex
146
  @misc{shi2025kronos,
@@ -154,5 +160,6 @@ If you use Kronos in your research, we would appreciate a citation to our [paper
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  }
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  ```
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- ## License
 
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  This project is licensed under the [MIT License](https://github.com/shiyu-coder/Kronos/blob/main/LICENSE).
 
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)
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+ [![Live Demo](https://img.shields.io/badge/%F0%9F%9A%80-Live_Demo-brightgreen)](https://shiyu-coder.github.io/Kronos-demo/)
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+ [![GitHub](https://img.shields.io/badge/%F0%9F%92%BB-GitHub-blue?logo=github)](https://github.com/shiyu-coder/Kronos)
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+ <p align="center">
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+ <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/logo.jpeg?raw=true" alt="Kronos Logo" width="100">
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+ </p>
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+
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+ **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
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+ 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.
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+
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+ 👉 [Access the Live Demo Here](https://shiyu-coder.github.io/Kronos-demo/)
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  ## Model Zoo
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+
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.
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45
+ | Model | Tokenizer | Context length | Param | Hugging Face Model Card |
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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 yet publicly available |
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+ ## 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
 
 
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.
 
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
 
 
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,
 
160
  }
161
  ```
162
 
163
+ ## License
164
+
165
  This project is licensed under the [MIT License](https://github.com/shiyu-coder/Kronos/blob/main/LICENSE).