2026-11-10 · America/Los_Angeles · 社区动态 · #7

I benchmarked TimesFM 3.0, Chronos-2 and Toto 2.0 on market time series. None beat simple baseline. [P]

I may be naive, but I've been curious whether the recent wave of time-series foundation models can actually extract useful predictive signals from financial markets. Models like Google's TimesFM 3.0, Amazon's Chronos-2, and Datadog's Toto 2.0 are impressive general-purpose forecasters from the first sight. But stock prices are difficult to predict, so I wanted to see how these models perform against very simple baselines. I ran a series of zero-shot experiments on 24 US stocks and ETFs, including daily and intraday data, and compared their predictions against naive forecasting strategies and…

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