How the US Air Force deals with blogs - <AUTHOR> http://eaves.ca/2009/04/09/bureaucracies-and-new-media-how-the-airforce-deals-with-blogs/

<comment><USER2> This seems like a fantastic common sense policy. Not responding to trolls and rager's is "old ecnonomy"? If so, count me as one of those fuddy duddies.

This isn't a big bureaucratic dinosaur at work here. That policy is a simple heuristic which lets the end node make correct decisions without any central c&c input.

Rather than the uncoordinated/incomprehensible written diarrhea you get from many bloggers this seems positively enlightened.

</comment><comment><USER3> Incidentally, I was surprised to see such good advice. I expected "sic lawyers on site owner, send police agency to house of commenter", but instead it was "disclose your connection and reply with intelligent commentary that cites its sources". That is really excellent.

</comment><comment><USER4> The only problem I have with bloggers like this is they don't realize the Air Force is being benevolent with this policy. This guy wants to get people all "pumped up" about the unstoppable nature of social media by making it seem like the Air Force had to come up with a policy. But the problem is half the people he convinces will get fired because Social Media is not unstoppable.

Social Media is not going to destroy bureaucracy. If you work for a monolithtic company or a government they probably haven't discovered what social media is yet. But when they do management is going to treat it like any other form of media and threaten to fire anyone who uses it without permission. If you post anonymously they are going to hire a P.I. to track you down (like they do with news leaks now)

Social Media is a great tool and I personally suggest companies use it. But thinking huge companies and governments will be brought to their knees and forced is unrealistic.

Oh, and those who think there will be "too many social media users" to block are also being unrealistic. Once the threat of firing comes down 99.99999% of people won't do anything. Because the people who work for these huge bureaucracies are almost always the people who really need the job.</comment>


Anthony Fauci Explains Why the US Still Hasn't Beaten Covid - <AUTHOR> https://www.wired.com/story/anthony-fauci-explains-why-the-us-still-hasnt-beaten-covid/#intcid=recommendations_wired-right-rail_4daf3e01-d31d-40c3-b7f9-cb88b643d6d7_popular4-1 <comment></comment>


Postman 2.0 with Sync - <AUTHOR> http://blog.getpostman.com/index.php/2015/03/03/postman-2-0-with-sync-is-here/

<comment><USER2> Loved Postman as well, but I've switched to PAW [0] with a very polished and powerful native OS X experience.

[0] [https://luckymarmot.com/paw](https://luckymarmot.com/paw)

<comment><USER3> Could you elaborate (or perhaps you already have a write up) as to why you made the change?

Just started using postman myself. This is the first I have heard of PAW.

<comment><USER4> It just has the level polish that's difficult to get in a HTML web app like Postman.

In terms of actual features, I can't live without 'dynamic values' \- being able to copy response body values (almost like a pointer) and paste into the header of another request.

[http://i.imgur.com/aY8A0NJ.png](http://i.imgur.com/aY8A0NJ.png)

It means that things like auth headers and 'current user ID' are always in sync and current.

</comment></comment></comment><comment><USER5> This is great, but I recently switched to restclient-mode and I'm not going back.

[http://emacsrocks.com/e15.html](http://emacsrocks.com/e15.html)

</comment><comment><USER6> No accessible link to get to getpostman.com from the blog?

<comment><USER7> Some issue with the blog theme. There is one now.

</comment></comment><comment><USER8> We've been using the Sync Beta for a few months now and I can confirm this is the smoothest way to have the client/server teams working together.

We use the collections as both day-to-day development tools, as well as API documentation and a quick test layer.

Kudos to the Postman team!

</comment><comment><USER9> I use Postman in my workflow on a daily basis. Thanks for making such a great product.

</comment><comment><USER10> Love Postman, though one complaint is that the workflow for saving/editing collections could be smoother.

</comment><comment><USER11> Postman is an integral part of my workflow. Keep up the good work guys!

</comment><comment><USER12> wish they'd make one for firefox

</comment><comment><USER13> Same here. Postman is the shit.</comment>


Follow This Rule — If You Want To Be Popular (1922) - <AUTHOR> http://mikecanex.wordpress.com/2012/12/26/1922-follow-this-rule-if-you-want-to-be-popular/ <comment><USER2> Politics aside, I'm fascinated by the personal recollections of people who have met Bill Clinton [1]. Bill Clinton is legendary for making people who shake his hand feel like they are the most important person in the room.

A book I read (can't remember the title) said something that has stuck with me. Paraphrased: "Everyone can be as charismatic as Bill Clinton. You do it on a job interview or on a first date. The secret is... he does it all the time"

"Clinton had this huge charisma. He was wearing a pair of black trousers and a blue checked shirt with his sleeves rolled up. His presence made everyone around him so comfortable. He had this extraordinary ability to make us feel very special. He took time out to speak to each one of us — asking about our family, where we were raised and educated, what were the things in our life that we hold important." [2]

[1] [http://www.bing.com/search?q=meeting+bill+clinton+%2B+charis...](http://www.bing.com/search?q=meeting+bill+clinton+%2B+charisma&go=&qs=n&form=QBRE&pq=meeting+bill+clinton+%2B+charisma&sc=0-0&sp=-1&sk=)

[2] [http://www.telegraphindia.com/1120507/jsp/calcutta/story_154...](http://www.telegraphindia.com/1120507/jsp/calcutta/story_15459603.jsp)

<comment><USER3> Ironically similar stuff has been said about George W. Bush:

[http://www.quora.com/George-W-Bush/What-is-George-W-Bush- rea...](http://www.quora.com/George-W-Bush/What-is-George-W-Bush-really-like- in-one-on-one-conversation)

But I guess in today's world it is unlikely to take a high office that is based on popularity by not having a winning personality - even so the facets might become distorted through media.

</comment></comment><comment><USER4> A great must-read on the same idea - with lots of examples from very different social situations - is the popular book "How to Win Friends and Influence People" ([http://en.wikipedia.org/wiki/How_to_Win_Friends_and_Influenc...](http://en.wikipedia.org/wiki/How_to_Win_Friends_and_Influence_People)) . It's only 300 pages long, but there are a lot of great principles in it that one can follow.

<comment><USER5> I second this recommendation, with an aside: the title was an incredible turn- off to me, but I read it anyway and it is worth its weight.

It is not lessons on "How to be False and Unctuous" or "How to Abuse the Kindness of Others," which were the original images that the title evoked from me.

<comment><USER6> I have to agree - I found the title monumentally off-putting as well (and wound up reading it on the Kindle to avoid having the book title displayed to my fellow train passengers, how sad!) but I was glad that I read it.

The book seems like it'd be "your guide to becoming a smarmy dick in 30 days!" but it really stresses sincerity and other various laudable goals. A lot of the book is obvious in hindsight but it's pretty well written and has become a classic for good reason.

</comment></comment></comment><comment><USER7> As with the other article from 1922 [1], this article is just so much better written and conveys a far more widely useful point than the articles you see in the media today. Feels a bit like journalism in general has gone backwards enormously.

I think this because journalism is now ranked by 'page views', when in 1922, journalism was ranked by professional editors. For journalism, page views = ad views = revenue, so optimizing for anything else is folly. A short article with eye catching headlines and sensationalism is always going to outdo a great article like the OP. Any way to reverse this trend? Even pay-for journalism today is still plagued by 'page views', as no follow up article is going to be written if the views are low. Back in 1922, nobody really knew the page views and they could only be badly estimated with a reader's survey.

[1] <https://news.ycombinator.com/item?id=4969041>

EDIT: I've actually changed my mind - journalism of this standard is definitely alive and well, you just have to look to lesser known bloggers now instead of big media. This is probably the true death-knell of big media if I ever saw it - loss of quality content. I present the following blog post from this year as evidence:

[http://www.lindsredding.com/2012/03/11/a-overdue-lesson- in-p...](http://www.lindsredding.com/2012/03/11/a-overdue-lesson-in- perspective/)

The way writing styles have changed in general in 100 years is also interesting!

<comment><USER8> And this article survived from 1922. So it is probably good. Selection bias?

<comment><USER9> Also, these are two articles hand picked from one year from all sources that printed news that year. That's a very small sample size to extrapolate from.

<comment><USER10> I think you and the GP were making the same (valid) point.

</comment></comment></comment></comment><comment><USER11> Sometimes I meet people who follow this advice, and it usually doesn't go very well. Yes, egotism and self-centeredness is common, but it is a vice, and I try not to be that way. I really don't appreciate it when someone tries to encourage me to be egotistical. It is manipulative and harmful to me.

<comment><USER12> Someone is doing it wrong then. Appealing to one's ego isn't the same as encouraging one to be egotistical.

</comment></comment><comment><USER13> If anyone is wondering about the use of "to-day" (and, as a bonus, "to- morrow"), the following are from Etymonline.

"To-day"

O.E. todæge, to dæge "on (the) day," from to "at, on" + dæge, dative of dæg "day". Generally written as two words until 16c., after which it usually was written to-day until early 20c.

"To-morrow"

late 13c., to morewe, from O.E. to morgenne "on (the) morrow," from to "at, on" + morgenne, dative of morgen "morning". Written as two words until 16c., then as to-morrow until early 20c.

...

The latter reminds me of Spanish where they say "mañana por la mañana" (lit. tomorrow during the morning) and Portuguese where they say "amanhã da manhã" (lit. tomorrow of the morning).

</comment><comment><USER14> "the only way to "sell" yourself, or anything else, is to get other people's interest by showing your interest in them"

This can easily be taken the wrong way and come across completely unauthentic. For example ..

<http://www.youtube.com/watch?v=1W34wyKZlWQ>

</comment><comment><USER15> If you liked this article you should read Dale Carnegie's How to Win Friends and Influence people as it is very much along these lines. It's a famous book for a reason: the advice is tried and true.

</comment><comment><USER16> Thanks for the article! Loved reading it

</comment><comment><USER17> Brilliant read with many takeaways! Mike - Thanks for sharing!

</comment><comment><USER18> Excellent read, thanks for sharing!</comment>


Sell in May, and go away? - <AUTHOR> http://www.agoraopus.com/blog/2015/sell-in-may-and-go-away <comment><USER2> This analysis is only looking at the price of the S&P 500, not the total return. An investor that sits out half of the year will miss out on about half of the dividends paid, which are always positive.

EDIT: Here is a graph highlighting how important including dividends is: [https://i.imgur.com/YZSq6K3.png](https://i.imgur.com/YZSq6K3.png)

Another consideration is taxes. The short-term gains produced by selling after 6 months are taxed at normal income rates (or slightly higher), as is the interest from the "risk free" interest-paying investment held the other 6 months. Long-term capital gains and dividends are taxed at favorable rates.

<comment><USER3> Aren't dividends figured in to the historical prices anyway, though? Via adjusted closing prices?

<comment><USER4> There are several versions of the S&P 500. The version used here is the price index, which doesn't include dividends. The total return index, ^SPXTR[1], does account for dividends.

[https://ycharts.com/indices/%5ESPXTR/level](https://ycharts.com/indices/%5ESPXTR/level)

</comment></comment></comment><comment><USER5> > The question then is: What do you do with your cash when it's not invested > in the stock market? Assuming we put them in high caliber ("risk-free") > interest bearing fixed income instrument they would still give us a return > on our investment while we're out of the stock market. Based on data from > various historical sources I'll stick with an average annual geometric risk- > free rate of 5%.

I must be misunderstanding this, otherwise WTF??? Tell me where I can get this risk-free 5% rate.

<comment><USER2> The author is claiming 5% is an historical average, which is plausible because in past decades, both interest rates and inflation were much higher.

</comment></comment><comment><USER6> He fit some time periods that happen to avoid the 87 crash and most of the 2008 crash. It's funny, when stats tell you this story, it feels more compelling than some instruction to just avoid the two largest market crashes since 1929, but in reality neither are telling you anything.

If you chop up financial data sets enough, you can always find some generally defined subsets that perform better than the whole set.

</comment><comment><USER7> From the graph it looks to me like the entirety of the gain comes from skipping some of the 2008 financial crisis. [http://www.agoraopus.com/wp- content/uploads/2015/04/Sell_in_...](http://www.agoraopus.com/wp- content/uploads/2015/04/Sell_in_May_vs_Buy_and_Hold.png)

</comment><comment><USER8> Mark Twain allegedly quipped:

       OCTOBER: This is one of the peculiarly dangerous
       months to speculate in stocks in. The other are
       July, January, September, April, November, May,
       March, June, December, August, and February.

Still relevant 100+ years later.

</comment><comment><USER9> Shouldn't he test his model on another dataset besides the one used to generate it? Maybe it's overfitted. It would have been nicer to see the whole thing developed with only a decade or two of data, then shown to work for all the other decades too.

<comment><USER6> Correct. This is quantitative analysis 101. A training set and testing set.

</comment></comment><comment><USER10> I moved a large portion of my IRA to cash towards the end of last year, there were just too many red flags and unknowns, and seemingly unexplainable reactions to the daily news cycle, and the market had performed just so well over the last several years, it seemed like a peak would have to be near.

Of course, what actually happened is I managed to miss a 15% bump in IJT, a 5% bump in VT, a 6% bump in IYY, and about flat in GLD. The two stocks I held directly however did go down about 10% since selling.

So yeah, the two most basic pieces of advice; you can't time the market, and don't hold individual stocks (without spending the time to actively manage your portfolio), both rang quite true for me at least the last 6 months. I just haven't gotten back in, because I'm sure the day I decide to do that will prove to be the actual peak. :-/

<comment><USER11> You can do dollar cost averaging[0]: buy chucks over time instead of all at once. Of course this increases commissions and other transactions costs.

[0]: [http://en.wikipedia.org/wiki/Dollar_cost_averaging](http://en.wikipedia.org/wiki/Dollar_cost_averaging)

</comment></comment><comment><USER12> A few months back, I performed a two part analysis of this very subject.

[http://www.westonbeckett.com/posts/sell-in- may.html](http://www.westonbeckett.com/posts/sell-in-may.html)

[http://www.westonbeckett.com/posts/sell-in-may- redux.html](http://www.westonbeckett.com/posts/sell-in-may-redux.html)

In short, while returns for the May to October period may on average be less, they are positive and if anything, the returns for this period have been increasing. The one notable exception being the incredible selloff in 2008. Taxes are a more consistently important issue to consider.

</comment><comment><USER13> I heard this many years ago. Asking a fund manager colleague, she mentioned it was mostly a fear of liquidity, not a question of HFTs, but should bad news strike, the markets she tended to invest in didn't hold up well (or were not perceived to hold up well, perception causing reality) and price falls were irrationally large, due to this lack of liquidity.

Now, a fund manager that tends to hold onto a stock when its falling by definition sees the falls as irrational, but this was confirmed by her colleague that walked into the room. He added "what's really important is when retail investors start buying, then that's really the time to sell [as after the stock gets popular with the public, who's left to pump it up]."

</comment><comment><USER14> I don't think this factors in the cost of selling and buying all your stocks twice a year.

<comment><USER15> To ignore taxes and to assume that you're only holding an S&P500 index, it's 2 _years_ fee (let's say $10 * 2 * 20==$400). Kind of insignificant.

To not ignore taxes though it becomes more clear. If you literally sell every May, you're never holding for more than a year. In the US at least you're always paying short term capitol gains. This is the real killer here.

</comment></comment><comment><USER16> By far, the worst month for me has always been March. Now that we've made it to April, I'm planning to sit tight till after the Santa Claus rally.

</comment><comment><USER17> Seasonal stock market tendencies are real. I created a website (Seasonalysis.com) which quantifies these tendencies. Past performance is no guarantee of future returns but the information gleaned can be incredibly useful if combined with other indicators/analysis.

</comment><comment><USER18> Several problems: once you start looking at monthly data, you don't have enough Mays to say with any statistical significance that May means anything

another problem is, transaction costs and taxes from selling and buying would probably eat up your gains

</comment><comment><USER19> I sold in early March. To me it seems like more of a gamble to be in than out at this point.

<comment><USER20> Depends on your time horizon.

<comment><USER21> Not really... It depends on the basis of his intuition. If you knew some details about the market that others did not it would make sense to act on that information regardless of if you needed the money tomorrow or forty years from now.

</comment></comment></comment><comment><USER22> I want to know what null hypothesis was used to generate those significance results.</comment>


Show HN: Dramatiq – An alternative to Celery - <AUTHOR> https://github.com/Bogdanp/dramatiq <comment><USER2> Comparison with Celery and RQ: [https://dramatiq.io/motivation.html#compared- to](https://dramatiq.io/motivation.html#compared-to)

Then there's also Huey: [https://huey.readthedocs.io/en/latest/](https://huey.readthedocs.io/en/latest/)

</comment><comment><AUTHOR> I felt this was worth reposting since v1.0.0 was released today and the project has been re-licensed from AGPL to LGPL at many users' requests.

Previous HN discussion here: [https://news.ycombinator.com/item?id=15681066](https://news.ycombinator.com/item?id=15681066)

</comment><comment><USER3> Wohoo, always happy to see Dramatiq on HN!</comment>


DarkPatterns.org - <AUTHOR> http://darkpatterns.org/ <comment><USER2> For those that care: <http://www.amazon.com/dp/0061854549/> ( Predictably Irrational, Revised and Expanded Edition: The Hidden Forces That Shape Our Decisions )

Basically, the forces of darkness muster and arm themselves; those seeking the light must be diligent.

</comment><comment><USER3> See the video from the EFF on maximizing privacy on Facebook. Just follow the "Privacy Zuckering" link and scroll down on the page that comes up.

</comment><comment><USER4> This is how industries wind up getting regulated.</comment>


Finally, Webdeveloper Toolbar for Chrome - <AUTHOR> https://chrome.google.com/extensions/detail/bfbameneiokkgbdmiekhjnmfkcnldhhm

<comment><USER2> Does this add anything above and beyond the already included developer tools, which I already access with ctrl+shift+I and ctrl+shift+J (on the Linux dev channel)?

<comment><USER3> Yes, it has options similar to the Web Developer extension for Firefox, such as disabling specific stylesheets, resizing the window or outlining block level elements (which I've always found to be very useful).

It's not as nice/refined as the Web Developer extension of course, for example that 'outline block level elements' readjusts the whole page which it does not do in firefox (which is why I found it useful in firefox, it didn't actually add a 1px border).

<comment><USER4> So yes, a bunch of bullshit that was nice in Phoenix 0.3 back in 2003, but has been useless since the dawn of Firebug and rich web inspectors.

You have a nice interface to the DOM. Use it, not some mediocre bundle of bookmarklets as a browser extension.

</comment></comment></comment><comment><USER5> No "Edit CSS" or keyboard shortcuts.

I do look forward, though, to switching from Firefox once these crucial features -- for me at least -- are in there.

<comment><USER6> If I had my handy Ctrl-Shift-E, I'd no longer have any use for Firefox outside of testing.

</comment></comment><comment><USER7> Hit Command+Alt+I for the web inspector. Quite nice. However there are some added features in this (resolution, outlining, form state manipulation).

</comment><comment><USER3> OT, but that is the worst "lightbox" image viewer I've seen. You have to actually click the little 'x' to close the dialog (as opposed to most implementations that let you click anywhere-else to close it, or hit escape).

</comment><comment><USER8> Does this slow down chrome once installed?

<comment><AUTHOR> I've not noticed any slow down at all.</comment></comment>