In real-time, Twitter strongly imprints world events, popular culture, and the day-to-day; Twitter records an ever growing compendium of language use and change; and Twitter has been shown to enable certain kinds of prediction. Vitally, and absent from many standard corpora such as books and news archives, Twitter also encodes popularity and spreading through retweets. Here, we describe Storywrangler, an ongoing, day-scale curation of over 100 billion tweets containing around 1 trillion 1-grams from 2008 to 2020. For each day, we (...) break tweets into 1-, 2-, and 3-grams across 150+ languages, record usage frequencies, and generate Zipf distributions. We make the data set available through an interactive time series viewer, and as downloadable time series and daily distributions. We showcase a few examples of the many possible avenues of study we aim to enable including how social amplification can be visualized through ‘contagiograms’. (shrink)

The U.S. stock market is one of the largest and most complex marketplaces in the global financial system. Over the past several decades, this market has evolved at multiple structural and temporal scales. New exchanges became active, and others stopped trading, regulations have been introduced and adapted, and technological innovations have pushed the pace of trading activity to blistering speeds. These developments have supported the growth of a rich machine-trading ecology that leads to qualitative differences in trading behavior at human (...) and machine time scales. We conduct a longitudinal analysis of comprehensive market data to quantify nonstationary dynamics throughout this system. We quantify the relationship between fluctuations in the number of active trading venues and realized opportunity costs experienced by market participants. We find that information asymmetries, in the form of quote dislocations, predict market-wide volatility indicators. Lastly, we uncover multiple micro-to-macro level pathways, including those exhibiting evidence of self-organized criticality. (shrink)