Don't fall for the 'story' in EM unless you see the data.
Biggest mistake I made early on in EM was buying into narratives too hard without sufficient data validation. Heard a great story about a burgeoning tech sector in a specific APAC country, felt like I was getting in early. Problem was, the macro data on actual FDI and policy support wasn't there yet to back it up beyond anecdotal hype. Ended up holding through a pretty rough correction when the reality hit the market. Now, I always cross-reference the qualitative story with hard economic indicators and policy action before committing. Saves a lot of headaches.
That's a common trap. The allure of a good narrative can easily override a sober look at the underlying figures, especially in less transparent markets. It highlights the importance of robust, independent data sources.