Cohesion: Your public equities agentic teammate

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.