Kronos-small

Kronos: A Foundation Model for the Language of Financial Markets

<p align="center"> <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/logo.png?raw=true" alt="Kronos Logo" width="100"> </p>

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.

Introduction

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:

1. A specialized tokenizer first quantizes continuous, multi-dimensional K-line data (OHLCV) into hierarchical discrete tokens.
2. A large, autoregressive Transformer is then pre-trained on these tokens, enabling it to serve as a unified model for diverse quantitative tasks.

<p align="center"> <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/overview.png?raw=true" alt="Kronos Overview" align="center" width="700px" /> </p>

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.

Live Demo

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.

👉 Access the Live Demo Here

Model Zoo

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.

Getting Started: Making Forecasts

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.

Important Note: The max_context for Kronos-small and Kronos-base is 512. This is the maximum sequence length the model can process. For optimal performance, it is recommended that your input data length (i.e., lookback) does not exceed this limit. The KronosPredictor will automatically handle truncation for longer contexts.

Here is a step-by-step guide to making your first forecast.

Installation

1. Install Python 3.10+, and then install the dependencies from the GitHub repository's requirements.txt:

   pip install -r requirements.txt
   

1. Load the Tokenizer and Model

First, load a pre-trained Kronos model and its corresponding tokenizer from the Hugging Face Hub.

from model import Kronos, KronosTokenizer, KronosPredictor

# Load from Hugging Face Hub
tokenizer = KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base")
model = Kronos.from_pretrained("NeoQuasar/Kronos-small")

2. Instantiate the Predictor

Create an instance of KronosPredictor, passing the model, tokenizer, and desired device.

# Initialize the predictor
predictor = KronosPredictor(model, tokenizer, device="cuda:0", max_context=512)

3. Prepare Input Data

The predict method requires three main inputs:

• df: A pandas DataFrame containing the historical K-line data. It must include columns ['open', 'high', 'low', 'close']. volume and amount are optional.
• x_timestamp: A pandas Series of timestamps corresponding to the historical data in df.
• y_timestamp: A pandas Series of timestamps for the future periods you want to predict.

import pandas as pd

# Load your data (example data can be found in the GitHub repo)
df = pd.read_csv("./data/XSHG_5min_600977.csv")
df['timestamps'] = pd.to_datetime(df['timestamps'])

# Define context window and prediction length
lookback = 400
pred_len = 120

# Prepare inputs for the predictor
x_df = df.loc[:lookback-1, ['open', 'high', 'low', 'close', 'volume', 'amount']]
x_timestamp = df.loc[:lookback-1, 'timestamps']
y_timestamp = df.loc[lookback:lookback+pred_len-1, 'timestamps']

4. Generate Forecasts

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.

# Generate predictions
pred_df = predictor.predict(
    df=x_df,
    x_timestamp=x_timestamp,
    y_timestamp=y_timestamp,
    pred_len=pred_len,
    T=1.0,          # Temperature for sampling
    top_p=0.9,      # Nucleus sampling probability
    sample_count=1  # Number of forecast paths to generate and average
)

print("Forecasted Data Head:")
print(pred_df.head())

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.

5. Example and Visualization

For a complete, runnable script that includes data loading, prediction, and plotting, please see examples/prediction_example.py in the GitHub repository.

Running this script will generate a plot comparing the ground truth data against the model's forecast, similar to the one shown below:

<p align="center"> <img src="https://github.com/shiyu-coder/Kronos/blob/master/figures/prediction_example.png?raw=true" alt="Forecast Example" align="center" width="600px" /> </p>

Additionally, a script that makes predictions without Volume and Amount data can be found in examples/prediction_wo_vol_example.py.

🔧 Finetuning on Your Own Data (A-Share Market Example)

Refer to the README of GitHub repository.

Citation

If you use Kronos in your research, we would appreciate a citation to our paper:

@misc{shi2025kronos,
      title={Kronos: A Foundation Model for the Language of Financial Markets}, 
      author={Yu Shi and Zongliang Fu and Shuo Chen and Bohan Zhao and Wei Xu and Changshui Zhang and Jian Li},
      year={2025},
      eprint={2508.02739},
      archivePrefix={arXiv},
      primaryClass={q-fin.ST},
      url={https://arxiv.org/abs/2508.02739}, 
}

License

This project is licensed under the MIT License.