To improve the quality of services ,especially the quality of information services is the most important factor which hels securities companies to win the furious competition. Many securities companies can' t use their mass history data very well. The company exists many database environment, so it's very difficult to integrate the different data resources. OLAP technology provides a good resolution for this matter. Through using Data Warehouse , OLAP technology ,theory of DSS and securities analysis, this paper provides a system resolution of securities analysis OLAP system, and through this system to aid management decision and provides better information services for customers.