AI Workflows Reshape Trading Analysis

Bloomberg’s ASKB shows finance workflows shifting from manual data‑sifting to scheduled, triggerable LLM workflows that synthesize diverse datasets and produce bull/bear synopses, signals, and repeatable templates. That changes the unit of analysis from individual expertise and screen skills to curated prompts, workflows, and model outputs. — If terminals central to price discovery and institutional research routinize LLM workflows, market information asymmetries, error amplification, and vendor governance become public‑policy issues for financial stability and oversight.