Couldn't agree more on the quality and depth of the article.

I have only one (minor) issue with it. While it's true that the Citadels of the world have zero interest in using "a machine learning algorithm on your neighbor’s GM trades in their IRA to inform their thinking of the true value of GM as a business," I suspect there is value to them in being able to model and predict the aggregate behavior of a mass of retail investors, e.g., for use as an input to macro investing strategies. Retail investors have a reputation for being the last to join every party; there is value in knowing what they are doing in the aggregate.