title: Data mining for significant variables (numerical): Where to start?
body: <p>I have a trading strategy on the foreign exchange market that I am attempting to improve upon.</p>
  
  <p>I have a huge table (100k+ rows) that represent every possible trade in the market, the type of trade (buy or sell), the profit/loss after that trade closed, and 10 or so additional variables that represent various market measurements at the time of trade-opening.</p>
  
  <p>I am trying to find out if any of these 10 variables are significantly related to the profits/losses.</p>
  
  <p>For example, imagine that variable X ranges from 50 to -50.
  The average value of X for a buy order is 25, and for a sell order is -25.</p>
  
  <p>If most profitable buy orders have a value of X > 25, and most profitable sell orders have a value of X &lt; -25 then I would consider the relationship of X-to-profit as significant.</p>
  
  <p>I would like a good starting point for this. I have installed <code>RapidMiner 5</code> in case someone can give me a specific recommendation for that.  </p>