This talk is about applying large behavioral data from mobile devices to financial investment applications during the speaker's startup days at Thasos Group. During this talk, we will motivate the idea by reviewing some of the traditional methodologies and shortcomings of commonly used economic indicators and nowcasts. We will showcase some of the speaker's journey in applying mobile location data in investments, and cover a few unique use cases and challenges. In the end, we will discuss other promising human behavioral datasets and their applications in finance.