Apertus v1.5 8B vs Kronos

Apertus v1.5 8B

A fully open 8B cousin, training data included, for multilingual chat and tool calls with images and audio in. It needs about 22 GB in BF16 and Swiss AI's own vLLM or Transformers fork, since no released runtime supports it. The main risks are a gated download with a policy to pass on and tools that fail with thinking on.

Kronos

Forecasts the next price bars from a history of up to 512 candlestick bars. Every size fits in under 0.5 GB and runs on a CPU, but only through the publisher's own Python package. Nobody has benchmarked it independently, its quickstart data was deleted from the repository, and the publisher hasn't replied since November 2025.

Apertus v1.5 8B

1. Accept the terms on the card and set HF_TOKEN before downloading
2. Use Swiss AI's Docker image ghcr.io/swiss-ai/vllm_apertus_1.5_release, since stock vLLM and Transformers don't load Apertus1p5ForConditionalGeneration yet
3. Serve with --chat-template-content-format string --enable-auto-tool-choice --tool-call-parser apertus for tools, and leave thinking off when you need tools
4. For thinking, set --reasoning-parser apertus and --default-chat-template-kwargs.enable_thinking true, and budget max tokens generously
5. Audio is resampled to 24 kHz and costs 40 tokens a second, and video must be passed as frames
6. Don't cast the loaded model with .half(), the image and audio tokenizers must stay in F32
7. If you redistribute the weights, the policy says you must pass it on and get the recipient's express assent

Kronos

1. Clone https://github.com/shiyu-coder/Kronos and pip install -r requirements.txt, then load Kronos.from_pretrained("NeoQuasar/Kronos-small") and KronosTokenizer.from_pretrained("NeoQuasar/Kronos-Tokenizer-base") and wrap them in KronosPredictor
2. Pair Kronos-mini with Kronos-Tokenizer-2k and Kronos-small or Kronos-base with Kronos-Tokenizer-base, the cards' pairing
3. The examples read examples/data/XSHG_5min_600977.csv, which no longer exists; point them at tests/data/regression_input.csv, 2,500 five-minute bars
4. Keep the lookback at or under max_context, 512 bars, and pass the future timestamps you want as y_timestamp, since the calendar fields come from them
5. Raise sample_count for a steadier forecast, but expect only the mean back; call the lower-level auto_regressive_inference yourself if you need the paths
6. Treat forecasts as model output to check, not signals; the README says its own backtest pipeline isn't a production trading system