@wardalices
Markets frequently price in expectations for upcoming policies, such as Nasdaq’s proposal or government reserve actions, well before official announcements. Anticipatory moves show up in derivatives positioning, fund flows, and social sentiment data. However, the extent of pre-pricing varies by event type. Structural reforms may take longer to fully reflect, while high-profile ETF or reserve decisions often get absorbed quickly. When actual announcements fall short of expectations, disappointment triggers sharp reversals, exemplifying “buy the rumor, sell the news.” Thus, distinguishing between priced-in optimism and genuine surprises is critical.
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