本文通过运用贝叶斯判别法建立判别函数,预测沪深300股指期货价格的发展趋势,并通过相关分析、协整分析、格兰杰因果检验等方法分析期货价格与现货价格之间的联动效应。本文模型一方面为股指期货的投机者提供了有效参考,另一方面弥补了现有学者采用仿真数据来研究我国股指期货市场的不足。 By using Bayesian discriminant method to establish the discriminant function, this paper predicts the development trend of Shanghai and Shenzhen 300 stock index futures, and analyzes the linkage effect between futures price and spot price through correlation analysis, cointegration analysis and Granger causality test . This model not only provides an effective reference for the speculators of stock index futures on the one hand, but also makes up for the shortage of the current scholars using the simulation data to study the stock index futures market in our country.