Now Hong Kong's financial market has already witnessed the "in-land changing" trend after opening up the inland-Hong Kong capital channel, among which HK share’s “A-share trend” via Shanghai-Hong Kong Stock Connect is a notable finding. ANBOUND suggests that HK share’s “A-share trend” has raised the attention of HK financial watchdog. They are now in the middle of preventing and preparing for the “in-land changing” of HK capital market. Alone with the RMB internationalization and the opening up of capital projects, the capital markets in both HK and inland will be further integrated, HK’s financial regulator shall be prepare in advance.