#预测市场 Predictive market data can reveal underlying issues. From December 14 to 16, the probability of Wash's nomination on Polymarket jumped from 38% directly to 48%, while Kalshi was more aggressive, jumping from 41% to 52% — this is not just simple volatility, but a market re-pricing a core expectation.

Conversely, for Hasset, data from both platforms are declining in sync, dropping straight from previous highs of 85% and 81%. The details revealed by CNBC are noteworthy: it was precisely because "being too close to the President" that became a negative factor. This indicates that market participants are reassessing the importance of institutional balance — the Federal Reserve Chair needs endorsement of independence, not overly factional ties.

From an on-chain funds perspective, such shifts in political expectations often lead to subsequent asset reallocation. The Federal Reserve Chair's selection directly influences monetary policy tone, and the probability shifts in predictive markets usually lead the spot market response by 2-3 days. If Wash is ultimately confirmed, his relatively hawkish historical stance could alter market expectations for next year's liquidity — a tangible insight for asset allocation.

It is also worth continuing to watch Trump’s subsequent statements this week, as well as the media exposure frequency of the two candidates, as these are leading indicators of market re-adjustment.