BigBang-v1 vs Kronos

BigBang-v1

A Qwen3.6-35B-A3B fine-tuned on synthetic research problems, under plain Apache 2.0, for search, science and coding work. The publisher ships BF16 only, about 86 GB to run, and has no report, safety results or replies to questions, so smaller builds and support come from others.

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.

BigBang-v1

1. On the reference machine use vllm serve endless-frontier/BigBang-v1 --max-model-len 131072 --reasoning-parser qwen3 --enable-auto-tool-choice --tool-call-parser qwen3_coder
2. The card says to keep at least 128K of context so its thinking isn't cut short
3. Thinking control isn't documented, try the base template's enable_thinking false in chat_template_kwargs and check the output
4. For a smaller build you'll need someone else's quantisation, the publisher has none
5. Validate JSON output yourself or use the runtime's guided decoding

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