Since the financial crisis, the economies of all countries have been affected by the recession triggered by global events, and the uncertainty brought by the changes in economic policies has also become a risky shock, and the uncertainty of economic policies has been climbing worldwide. This paper firstly briefly analyzes the mechanism of economic policy and financial market, in order to comprehensively study the changes of market economic liquidity, this paper starts from the return of the market economy, and adopts the symbolic time series analysis method to analyze the prediction of the financial market by taking the stock market as an example. Then construct the regression model, and then study the impact of economic policy uncertainty on market liquidity. The regression coefficient of economic policy uncertainty is 0.064, which is significant at 1% level. Secondly, when GDP growth rate and inflation level are added as control variables, the regression coefficient of economic policy uncertainty obtained is 0.108, which is still significant at 1% level, implying that a rise in economic policy uncertainty brings about a decline in market liquidity. This study provides an effective analytical tool for the impact of economic policies on market liquidity. It also provides a basis for the government to improve market liquidity and enhance market vitality.