What Does It Mean to “Write to Market”?

Here's the latest from Jami Gold, Paranormal Author :

If weve ever researched how to be more successful as a writer, chances are weve heard the advice: Write to market. And if weve heard that advice, theres a good chance weve had a strong reaction.

Some writers hear that advice and think, duh. Others hear the advice and feel a visceral protest.

What does the advice mean? Is there a way we can recognize the benefits of writing to market without running into the negatives?

What Does Write to...