Abstract

In this paper, data mining association rules algorithms and techniques for relevance Shanghai CSI 300 Shanghai Financial Futures Exchange and the Shanghai Stock Index Futures Stock Exchange Composite Index were analyzed. The results show that the futures contracts and price movements highly positive correlation exists. The author believes that between the two since it is highly positive relationship, IF way of trading and settlement transactions should be fully consistent with the way the Shanghai Stock Exchange and deliver company's stock. Thus, equal opportunity traders in futures contracts and stock traders, more conducive to the development of China's securities market.

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