Cohesion: Your public equities agentic teammate

Could you build this?

Partial Building an agentic dashboard that ingests public equity data and queries LLMs is straightforward, but delivering truly differentiated financial analysis requires high-frequency financial data feeds and sophisticated quantitative verification. Without specialized access to expensive enterprise market data (SEC EDGAR pipelines, Bloomberg/FactSet, transcripts) and financial domain guardrails, vibe coding produces generic summaries rather than institutional-grade insights.

What it would actually take: A production version requires integrations with SEC EDGAR filings, S&P Capital IQ/FactSet financial statement APIs, earnings call transcript parsers, and alternative data feeds. The core system involves an autonomous multi-agent framework (e.g., LangGraph or custom orchestrator) where specialized agents perform quantitative screening, variance analysis, and red-flag accounting detection against audited figures. Financial domain engineers and rigorous statistical validation are essential to prevent financial hallucinations that violate regulatory standards or lose capital.