Social science is entering a golden age, where it finally has data commensurate with the complexity of the phenomena it studies, and the benefits to all of us could be enormous—provided the data is accessible to researchers, policy makers, and citizens. This does not mean letting others peek into your private life; it means letting them see the learned models, which should contain only statistical information. So between you and them there needs to be an honest data broker that guarantees your data won’t be misused, but also that no free riders share the benefits without sharing the data.