Abstract: The establishment and development of the securities market has attained internationally known achievements. With the constant filtering into people's minds of Business Philosophy be focused on the customer, analyzing a customer, knowing a customer and guiding customer needs became the important subject on management of the enterprise. The author analyze deeply the present background of the securities market, discuss the critical business and questions on marketing strategy in the securities industry and propose effective system solutions on marketing strategy of the securities industry making use of advanced technology of data mining.