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In recent years, the Free Trade Zones(FTZs) have developed rapidly in China, contributing greatly to establishing an open economy. The success of FTZs is related closely to the financial innovation policies. This paper takes the financial leasing industry as an example and evaluates the financial innovation policies in FTZs through data mining. The empirical results show that the financial innovation policies are effectively implemented and attract investors with low funding ability. Meanwhile, investors in capital markets recognize the policies with positive stock price reactions. However, the policies have some limitations, which haven’t attracted enterprises with good profits and high potential.