I've been seeing large numbers of these shrimp moving through the wholesalers in the US - to bad, b/c I don't see people buying enough starfish to feed them.
Here is a link to a report from over ten years ago of Hymenocera picta being raised through the juvenile stage:
http://www.breedersregistry.org/database/HYMPIC01.htm
It looks like they are pretty easy to work with, as far as shrimps go. The killer for the whole deal is the one line in the report that says the juveniles began feeding on Linckia starfish soon after metamorphosis....the hope had always been that captive raised harlequin shrimp would learn to feed on alternative foods. I've heard that this hasn't been the case at all.
Jay Hemdal
p.s. - here is a section on breeding shrimp from my book, "Aquarium Fish Breeding"
Shrimp -
Various species of cleaner shrimp of the genus Lysmata and the boxer shrimp, Stenopus will often produce eggs in captivity. These animals are hermaphroditic, so any two shrimp are capable of producing fertilized eggs. The greenish egg mass is kept under the tail of one of the shrimp. After about 14 days, the eggs hatch and the tiny larva float around the aquarium. With care, the larva can be dipped out and transferred to a rearing tank. Fed on rotifers and enriched live baby brine shrimp, the larva go through a series of five or more molts. The problem that every aquarist runs into with raising shrimp is that the larva will not metamorphose from this final larval stage to the juvenile stage without the presence of a certain set of environmental cues. The larva stay in the final stage for weeks, even months, then finally die. To understand why this happens, think of the larval shrimp after it hatches. The tiny shrimp floats as part of the oceanââ"šÂ¬Ã¢"žÂ¢s planktonic community for many days while it goes through its series of molts. During this time, ocean currents will have moved it far from the reef where its parents were. These shrimp species have specific environmental requirements; they are usually found only in certain coral reef habitats. If the larval shrimp goes through metamorphosis and settles out in the wrong habitat, (such as the deep ocean, or a sea grass area) it will die. To avoid this problem, each shrimp can sense when it is directly above a suitable habitat. Then and only then, will it metamorphose into a juvenile shrimp and settle down onto the coral. The difficulty in rearing these shrimp is nobody knows for sure what these cues are, and how they can be reproduced in captivity. It may have something to do with water currents, water depth or some chemicals released into the water by living corals. It is probably a complex combination of factors, so raising shrimp in captivity will likely be a frustration for many years to come. Still, some shrimp (such as the peppermint shrimp, (Lysmata wurdemanni) have successfully gone through metamorphosis in home aquarium rearing tanks.