Analysis of the Association for Shanghai Composite Index and Stock Index Futures

Rui Zhong Wang

doi:10.4028/www.scientific.net/AMM.644-650.5672

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 644-650Analysis of the Association for Shanghai Composite...

Analysis of the Association for Shanghai Composite Index and Stock Index Futures

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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Periodical:

Applied Mechanics and Materials (Volumes 644-650)

Pages:

5672-5675

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.644-650.5672

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Online since:

September 2014

Authors:

Rui Zhong Wang*

Keywords:

Association Rule, Shanghai Composite Index, Stock Index Futures

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* - Corresponding Author

References

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