小波分析由于具有良好的时空频率变换特征而在许多领域得到广泛应用．本文通过对沪市、深市股指数据小波分析，说明了股市涨跌存在自身的规律性，股市在长期和短期都具有一定的可预测性． Wavelet analysis is widely used in many fields due to its good spatio-temporal frequency transform characteristics. This article through the Shanghai and Shenzhen stock index wavelet analysis shows that the stock market ups and downs there is its own regularity, the stock market in the long term and short term have a certain degree of predictability.