To build the Financial Agglomeration Competitiveness Evaluation Index System from the aspects of economic scale and the scale of financial agglomeration, the factor analysis method and Wilson largest Entropy Theory were applied to comprehensively evaluate the Financial Agglomeration Competitiveness and radiation field of Pearl River Delta Economic Circle City. The empirical results show that the Pearl River Delta Economic Circle has formed a network of mutual radiation pattern between the cities, and also constructed index system which makes the Financial Agglomeration evaluation more scientific. This article divides the Pearl River Delta cities into a three-tier financial growth pole with the economic development circles, so that the economic circle has a dual demonstration effect of radiation.