No, in Hong Kong, that isn’t necessary at all.
However, if you want to live in Hong Kong, then your company will have to apply for a work or “investor” visa on your behalf. Note that to obtain the visa, you’ll have to be able to demonstrate that your company will benefit the city of Hong Kong, whether by hiring local people, the volume of taxes paid, innovation, and so on. Basically, if you just have a side business, don’t expect to get a visa.