Restricted by the system, domestic high-frequency trading is essentially different from foreign high-frequency trading, and domestic high-frequency trading is only a quick intraday trading at most. In recent years, with the increase in the number of investors participating in high-frequency trading, the competition in this field is becoming increasingly fierce. Whoever grasps the speed faster will take the lead, and the continuous research and development of new models is also the premise to ensure the continuous profitability of high-frequency trading, because the life cycle of an effective model is very short. Compared with the book income, for high-frequency transactions that create a lot of turnover, the return on handling fees seems to be more impressive. Therefore, the profit model of high-frequency trading is mainly to refund the handling fee. This programmed investment method is also favored by some traditional speculators, which can not only greatly save energy, but also improve the efficiency of speculation. What speculators need to do is to modify some parameters of the high-frequency model from time to time according to the development and changes of the market to adapt to the market and ensure stable profits. Of course, for some trend large institutional investors, dividing large orders into small ones through high-frequency trading can not only hide their motives, but also reduce the cost of market shocks and indirectly improve their income, which is also a good investment assistance strategy.