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 ma…
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