It is very convenient to open an account with a bank or securities company in Hong Kong and then operate online in the Mainland.
How to get the money out is a big problem. Theoretically, there is a limit for mainland residents to take foreign exchange abroad, which is not enough for you to make a difference in the stock market. Or you can transfer rats in batches. Don't take any chances and take the extra foreign exchange cash out of the country at one time.