In one of the books I read,(The Migration of Scarcity)
A weather forecast does not change the weather, Edrin. A market forecast is part of the weather.
A forecast in such a market does not describe a state that exists independently of it. It selects among states, each of which would make it true. Forecasting becomes coordination.
I guess if I had to put the thing that made me disagree with the theory into words, this would be it.