In this study, providing retail futures trading records of investors to rebuild all parts of the retail situation changes, and the goods of Tai Zhiqi whether the retail market, learning, and verify that the transaction will change the retail experience in the investor's trading behavior, as well as retail investors and trading experience in the performance of the association between. To dispose of this as the main effects and overconfidence, that retail investors can indeed learn to self-improvement through the ability to trade, but the slow learning speed showed a trend; some transactions, the effect of disposal will be reduced with the accumulation of experience, and Excessive self-confidence and experience level showed significant positive correlation between the. In addition, some retail investors will learn to understand the innate ability, they will find themselves less able to choose to leave the market.