They are one of the main protagonists mainly using H2H skill in combat who have their parent removed from their life when they were children. (Yang Guo's father and mother were dead while Yang Xiao Long's mother left her) They are known for their rebellious attitude but abandoned the attitude step by step after encountering several events.
They have their right arms sliced for some reason and they starts to train themselves with the physical loss and therefore greatly improves their fighting skills. They have created and adopted the certain fighting style mainly driven by certain emotion. (Yang Guo's Melancholic Palms and Yang Xiao Long's fighting style)
Well, they also have similar hair style. (You can look at Yang Guo's portryal in
his page in Wuxia Wiki)
The connection is not too soild, but it is interesting since it is a wuxia series character vs a future-fantasy series character.