Based On The Relationship Between Average And Data Mining According To A-share Market Situation Analysis

With the constant rise of financial hot, the stock market get more and more attention by investors, at the same time, many scholars put forward a variety of methods on the research of the rules of the stock market. This paper based on the average relationship, two parts graph and data mining technology to analyze 29 industry stocks and the market. Research the changes of industry stocks state between each time window from the perspective of dynamic time windows, to analyze the historical law, so as to achieve the aim of choosing stocks.This paper research the 380 weeks week data of 29 industry stocks and the market on May 18, 2007 to March 16,2015. Using the average relationship to define the stock state according to the position relationship between weekly average data of 5 weeks, 13 weeks and 34 weeks, defines the six kinds of state: the bulls strongest state, multiple intermediate state, long weakest state, bear the weakest state, short intermediate state, the strongest state. At the same time with the Shanghai composite index of 5 weeks, 13 weeks and 34 weeks of average position relationship, divide the time window, altogether divides the 55 time window, introduce the adjustment factors to combined time window and merged into 22 time window. Of 22 dynamic time windows, using two parts graph study the the changes of 29 industry stocks in each time window, and take the second time window the big bull market, 4 time window big bear market, 6 time window small bull market, 9 time window shock period key analysis shows that the change trend of industry shares, summarizes the general law, achieve the purpose of choosing stocks.In this paper, starting from the characteristics and changes of two parts graph, divided the stock market industry sector into leading plate, follow up plate and unchanged plate, and analyzes the characteristics of the market performance of the three types of plate; Based on dynamic time windows, extract three types of plate from the state changes of each time window industry stocks and affect the market, combined with the market performance feature of three kinds of plates, analysis and descript the total market prices. The results show that(1) the change trend of lead plate drives the follow up plate reflects the vast majority of the plate market fluctuation trend, the unchanged plate reflects changes in market prices.(2) the price fluctuation of the leading plate has good stability, the unchanged plate have bigger activity in the market.(3) the unchanged plate play a lead and signal role in the market trend to a certain extent, have larger speculative and profitable; In most cases, the fluctuation structure of leading plate had a certain predictive effect on the market. Key words:The average theory Two parts graph Adjustment factor...