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arXiv · 2610.02866

DIVINE: Simple Cross-Market Stock Pretraining via Diverse Indicator Reconstruction

Kuan-Yu Chen·Shu-Cheng Zheng·Yu-Chen Den·Wei-Cheng Liao·Tien-Hao Chang
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Abstract

Financial time-series pretraining typically learns from masked observations, contrastive relations, or future outcomes---yet existing objectives struggle to simultaneously avoid future-supervision uncertainty and maintain return-prediction alignment. We propose DIVINE (DIVerse INdicator rEconstruction), a simple cross-market pretraining framework that reconstructs technical indicators from raw OHLCV history. Computed from observed price-volume history, technical indicators provide consistently defined supervision across markets while summarizing diverse market dynamics with established relevance to return prediction. Pretrained jointly on six-equity market datasets, DIVINE reconstructs 77 targets derived from 16 standard indicators and transfers only the learned encoder to downstream stock ranking. Across all six markets, DIVINE achieves the strongest average portfolio performance with a lightweight 0.05M-parameter encoder, outperforming pretraining baselines and matching or exceeding substantially larger financial foundation models, while remaining robust and data-efficient. Systematic analyses show that indicator diversity and market diversity provide complementary gains in transfer. Together, these results suggest that supervision design and cross-market diversity---rather than model scale---are the key drivers of strong, transferable financial representations.

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Kuan-Yu Chen, Shu-Cheng Zheng, Yu-Chen Den, Wei-Cheng Liao, Tien-Hao Chang. 2026-10-02. DIVINE: Simple Cross-Market Stock Pretraining via Diverse Indicator Reconstruction. https://arxiv.org/abs/2610.02866

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