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Kronos: A Foundation Model for the Language of Financial Markets

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.

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

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