Chaos principle has no calculation formula. Chaos research has made a great breakthrough from the early exploration, and even formed a worldwide research upsurge since the 1970s. It involves mathematics, physics, biology, meteorology, engineering, economics and other disciplines, and its research results not only add a new branch to modern science, but also almost infiltrate and influence the whole discipline system of modern science. The study of chaos is a new chapter in the development of modern science. Many scholars call chaos theory one of the most influential scientific theories in the 20th century after quantum mechanics and relativity. The most profound evolution and progress of the concept of chaos occurs in the study of the dynamics of the macro world. According to Newton's theory, before the 1960s, it was still generally believed that the behavior of deterministic systems was completely certain and predictable. Uncertain behavior only occurs in stochastic systems. However, the research results in recent 30 years show that most deterministic systems will have strange, complex and random behaviors. With the in-depth understanding of this phenomenon, people associate with the ancient concept of chaos, and this complex random behavior of deterministic systems is called chaos. Chaos can be understood from two aspects: one is the inherent randomness of deterministic systems; The second is: sensitivity to initial conditions. From the chaos theory, we can see that the real world is a complex, chaotic, interactive and adaptive system, and the typical representative is the stock market. Although we can demonstrate the trend and self-similarity of stock price changes through nonlinear mathematics, we can also roughly judge the period of stock price changes (also known as aperiodic cycle) without characteristic length or time scale. But how to judge the trend of stock price changes needs the support of other theories.