Arete-27B vs Kronos

Arete-27B

Qwen3.8-27B with its answers on politically sensitive topics retrained, four days old when read. The training data is published, which is rare. Nous Research ships BF16 only, so a small machine runs it from bartowski's GGUF, and the card documents none of the tool or thinking controls it inherits.

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.

Arete-27B

1. Start it with llama-server -hf bartowski/NousResearch_Arete-27B-GGUF:Q4_K_M --jinja, a third party's conversion, or serve the BF16 files with vLLM
2. Use the base's parsers in vLLM, --reasoning-parser qwen3 --tool-call-parser qwen3_coder, and check tool calls first, since the template differs slightly from Qwen3.8-27B's
3. Thinking switches with enable_thinking in the template. The card's own evaluation ran with it off
4. Expect answers on politically sensitive topics to differ from Qwen3.8-27B's. That is what the fine-tune is for
5. Validate JSON output yourself, since structured output isn't documented

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