In the actualization of optimal economic diversification in Macau，it entails considerable degree of difficulty and the result is not obvious.Macau should prevent herself from being verged in the economic transformation process of Mainland China in order not to lose again the opportunity to grow in same pace with her motherland；besides，to participate in the development of China by means of “Sovereign Wealth Fund” and enjoy the “Profits” involved is also a possible and effective way to realize economic diversification and stimulate growth.