With the release of the new version of the Chinese Securities Law and the outline of the development plan for Guangdong，Hong Kong and Macao Bay area issued in February 2019，it is proposed to “study the establishment of a RMB denominated securities market in Macao”，build a capital market between Zhuhai and Macao，and accelerate the reform of China’s capital market，which ushers in a historic opportunity. It is the key to promote the real economy of Guangdong，Hong Kong and Macao to obtain more fresh blood and release the vitality of development to make good use of the capital market. Based on the basic idea of “returning to the essence of finance，linking private enterprises and the public，creating and sharing wealth”，this paper proposes to build a new global digital capital market in Hengqin，a golden area jointly developed by Zhuhai and Macao-“Zhu Ao Lian Chuang”. “Zhu” means Zhuhai，“Ao” represents Macao，“Lian” comes from linking private enterprises and people，“Chuang” means creating and sharing wealth together. Guided by scientific and technological innovation and platform strategy. This new version of capital market will be built based on blockchain and digital technology，so as to realize the goal of “enabling enterprises all over the world to be listed on the stock market quickly and at low cost，and enabling people all over the world to share the fruits of economic development safely”.