Mechanically, HSI is a bilateral trading market, which can buy up and sell short, T+0 trading, and there are many trading opportunities.
Unilateral trading in the stock market can only buy up, t+ 1 trading, as long as the quilt cover can only wait for the price to rise or cut meat.
In terms of risk, HSI futures have risks, but there are also benefits. A shares are less risky, but the returns are relatively small.
This is the most basic difference.