The invention discloses a matrix quantitative analysis method in intelligent transaction and a system thereof. The method comprises the following steps of: 1, establishing a database for matrix quantitative analysis, and determining a time period from the database, wherein the length of the period can be set through parameters of a matrix; 2, analyzing historical data, i.e., firstly counting average probability and average wave amplitude for highs and lows of a matrix with the same arrangement order in a next time period and then calculating market risk return rates of different periods respectively; 3, determining a transaction strategy according to the market risk return rate of the matrix in the current time period; 4, calling an intelligent transaction program according to the transaction strategy and starting automatic transaction; and 5, calling a risk evaluation system to evaluate a historical transaction record made by an intelligent transaction program to provide a risk grade for a risk of a transaction account, calculating a default point by using a discrimination model, and then calculating a default distance and default probability of the risk grade of the account through a KMV (Credit Monitor Model).