When Chinese premier Li Keqiang says a Shenzhen-Hong Kong link will be the next stop on the Stock Connect “through train”, as he did during a visit to Shenzhen in early January, people listen.

It was he who announced the aggressive schedule for the launch of the Shanghai-Hong Kong Stock Connect, which threw open the door to China’s biggest stock market to all the world’s investors when it launched on November 17.

The Shenzhen Stock Exchange (SZSE) just might be the biggest exchange most investors have never heard of. By capitalisation it is the ninth largest in the world, at just over $2tn by the end of 2014. By turnover last year Shenzhen is fourth, averaging over $495bn a month, more than twice that of the London Stock Exchange and not far behind third-placed Shanghai, which averaged $507bn a month. The New York Stock Exchange and Nasdaq hold the top two places. In fact, Shenzhen actually outpaced Shanghai in turnover value during most of the year, until the latter pulled ahead during the powerful bull run of the final quarter.