Kronos - Tsinghua and Microsoft joint open source financial K chart base model

What's Kronos?

Kronos is the first K-line charting base model for financial markets, jointly open-sourced by Tsinghua University and Microsoft Research Asia. It analyzes K-line data of stocks, cryptocurrencies, and other assets, including opening price, high price, low price, closing price, and volume, to predict future price movements.Kronos uses a two-stage processing framework: an intelligent lexicon converts continuous K-line data into discrete "financial words", and a predictive macromodel based on the Transformer Kronos provides a wide range of parametric models from 4.1M to 499.2M parameters to meet different needs. The model training data covers 45+ exchanges around the world, which can adapt to the high volatility and noise of financial data.Kronos provides a wide range of parametric models, from 4.1M to 499.2M parameters, to meet different needs. It can be loaded in just 4 lines of code and automatically outputs forecasts after inputting historical data.

Features of Kronos

• Efficient forecasting capabilities: Kronos can quickly and accurately predict the movement of financial markets, providing investors with a valuable reference.
• Two-stage processing framework: Efficient processing of complex financial data through predictive modeling with intelligent disambiguators and Transformer architecture.
• Multiple pre-trained models: Provide models with different parameter scales to meet the needs of different computing resources and application scenarios.
• Easy-to-Use Interface: Loading models and making predictions with just a few lines of code lowers the barrier to use.
• Real-time data support: Supports real-time financial data input and timely output of forecasts to adapt to rapidly changing markets.
• Multi-market adaptability: The training data covers multiple exchanges around the world and can be adapted to the characteristics and volatility of different markets.
• Fine-tuning and customization: Supports fine-tuning for specific tasks, allowing users to customize the model to their needs.
• High performance and precision: Excellent performance in several financial forecasting tasks with high prediction accuracy and performance.
• Supports a wide range of financial data: Not only for stocks and cryptocurrencies, but also extends to the analysis of other financial assets.
• Open Source and Community Support: Open source code and modeling to facilitate secondary development and community exchange among developers.

Kronos Core Benefits

• Highly accurate forecasts: Kronos improves on the leading TSFM by 93% in RankIC for price series forecasting, improves on the best non-pre-trained baseline by 87%, achieves a lower MAE in volatility forecasting of 9%, and achieves an increase in generative fidelity of synthetic K-sequences of 22%.
• Strong generalization capabilitiesThe training data covers 45+ exchanges around the world, adapting to the characteristics of financial data in different market environments with strong generalization capabilities.
• Two-stage processing frameworkThe first two-stage processing framework, Smart Segmenter, transforms continuous K-line data into discrete "financial vocabulary", and Predictive Big Model, based on Transformer architecture, learns patterns from historical data and predicts future trends, effectively dealing with the high volatility and noise of financial data.
• Multiple model optionsThe pre-trained models are available in a wide range of parameters from 4.1M to 499.2M to meet different computational and application requirements.
• simple and easy to useThe model can be loaded in just 4 lines of code, and the predictions are automatically output after inputting historical K-line data, lowering the barrier to use.
• Real-time forecasting demoProvides a real-time BTC/USDT forecast dashboard that shows the future trend based on the model's calculations, making it easy for users to intuitively understand the model's performance.
• Support for the A-share marketThe Qlib is integrated with Qlib for backtesting and provides a complete fine-tuning pipeline for adapting your own trading strategies to the Chinese market.
• multitasking support: It supports price prediction, factor extraction, strategy backtesting and many other financial tasks, and is a generalized 'financial market language model'.

What is the official website of Kronos

• Github repository:: https://github.com/shiyu-coder/Kronos
• arXiv Technical Paper:: https://arxiv.org/pdf/2508.02739

Who Kronos is for

• financial investor: To help individual and institutional investors analyze market trends, predict price direction, and make more informed investment decisions.
• quantitative trader: Provides powerful tools for the development and optimization of quantitative trading strategies, assisting in the generation of trading signals to enhance trading efficiency and profitability.
• financial analyst: Used for in-depth analysis of financial market data and mining of valuable information to support investment recommendations and market research reports.
• Fintech DevelopersKronos allows you to build more sophisticated and customized financial analytics tools and applications based on Kronos.
• Financial researchers: To provide data support and analytical tools for academic research in the field of finance, and to help explore the laws of the market and validate theories.
• Financial educators: As a teaching tool to help students and beginners better understand and analyze K charts and improve their financial analysis skills.