Association rule mining can be used to discover interesting rules from large databases easily for better decision making in most real world applications except the financial market. This is because the investors are interested in high profit and low risk trading results more than in those of high confidence and high support. Based on a working model of profit mining, we propose an effective algorithm for investors to find trading rules that include information on profit, risk, and win rate. This mining approach works well not only in the stock market, but also in the futures and other markets.
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