Back in the old days, this was a famous cartoon about the web.
Now, not only do they know you’re a dog, they know your size, preference in kibble, chew toys, and if you have fleas. It may sound small, but it’s in the Big Data-verse.
In many ways, using the "Big Data" from people's travels on the web is the new Quant Frontier. I've learned a bit more about this from some ex-quants now busy applying bleeding edge methods to new problems.