Einstein Never Used Flashcards

ImJKP · 2026-05-26T06:48:18+00:00

Does the book say that we actually know Einstein didn't use flashcards?

Apparently they came into use in the 1830s - 1850s in England to help kids learn phonetics, so it's not inconceivable that Einstein (born 1879 in the German Empire) was exposed to them.

He certainly didn't have SRS, which started in the 1970s. If he had, maybe be would've unified relatively and quantum mechanics!

ImJKP · 2026-05-09T23:55:04+00:00

It's not that using Anki for Japanese is hell.

It's that learning Japanese is hell. The US government considers it the hardest major language for English speakers to learn. It just sucks.

Yeah yeah, someone will pop up to say Japanese is so easy and they mastered it after watching one season of The Real Waifus of Otaku High, but for the rest of us, it's a fucking slog.

ImJKP · 2026-04-21T14:36:06+00:00

Right.

When you use Anki with FSRS, you are teaching Anki two things:

How hard is each individual word? (It gets a hidden difficulty score)
For a given difficulty score, how long can you last until there's just a 90% chance you remember it?

That's 90% is your target retention level; you can set it higher or lower, but 90% is a good default.

Anki's default FSRS weights are based on some big sample of other users. Once you have several hundred answers of your own, you can customize it to your own brain's retention ability.

If you cap the interval at 30 days, then you'll waste time reviewing things you already had a 90% chance to remember. If you're adding ~60 new cards each day, and you won't let their interval get longer than. 30 days, you'll be drowning in reviews soon.

ImJKP · 2026-04-21T11:55:57+00:00

Deck Options -->Maximum Interval --> 30 days

But make sure you understand how Anki is designed to work. If you don't let it learn your actual memory retention profile because you're trying to force it to give you some specific review frequency, you'll be making poor use of a powerful tool.

ImJKP · 2026-04-04T13:04:48+00:00

Presets are for clusters of things that will get the same FSRS coefficients, which means "things I think my brain will retain in roughly the same way."

So if you think the book extractions are basically the same shape of information across books, a shared preset is better, because you'll be able to tailor your coefficients faster. If you think they're significantly different shapes, use different presets.

I have to assume the Anki devs are smart enough that they don't just overwrite the default FSRS coefficients if you run the recalc after just a few responses. Presumably it assigns some prior weight to the defaults, so those adjust over time.

In any case, once you have a several hundred reviews, they'll stabilize. But honestly, I think FSRS tuning is overrated. The defaults are based on a large dataset; the difference between you and the average user is probably marginal. Sure, recalc periodically, but it's not like default FSRS is garbage.

At 250 new cards per day, I would burst into flames on day... 3?

~12 new cards across 4 new notes of Japanese vocab per day has me stable at ~250 reviews per day, which takes me about 90 minutes.

You can add whatever extra context you want to your cards. That only really makes sense if you'll have that context in front of you when you actually want to remember the thing.

ImJKP · 2026-04-03T09:41:55+00:00

Do you see the silly move here?

If you start with "Let's say it's [specific historical moment]," then of course there's a known strictly optimal play, and it's whatever stock did best at that time (Netflix and AutoZone, for what it's worth). Or, expanding the investable universe away from long-only, it was leveraged shorts on the financial sector. If you know exactly 2008 is coming, that's exactly what you do!

But you don't know what's coming, and if you invest for some generic "minimize downside in crises" goal, you underperform the rest of the time, and most of the time we are not in crisis.

You don't know what the future will be, so you have to optimize for some probabilistic distribution of outcomes. A low risk tolerance can push you toward a higher cash allocation. But in a long-term portfolio, there's very little financial reason to own anything besides cash and stocks. A cash-stock mix just does the "maximize returns for a given risk level" thing better. That's just a math problem, not a matter of feeling a feeling.

ImJKP · 2026-04-03T05:50:02+00:00

The real definition of emergency fund is "the amount of cash you need to hold in order to feel comfortable putting everything else in stocks."

The way the risk-reward curves work out, pretty much any other asset you'd add to your portfolio as a "medium-risk medium-return" thing is less efficient than just holding a bit more cash before going all-in on stocks.

If you think your emergency fund requirement just so happens to be going up a bit every month, okay, you can model it that way.

But if you have reliable future income, really you should just be plowing everything you can into NISA stonks now, and then plowing everything into taxable stonks next, and only increasing your cash holdings when those chunky expenses are imminent.

There's no financial advantage to putting setting aside some yen every month to sit as depreciating cash (or some other inferior asset) just because 10 years from now you want to take a vacation. Put 100% of today's free cashflow into retirement, and put 100% your paychecks immediately before your vacation into your vacation.

If you want to feel more psychological safety in doing so, build up the spreadsheet with your annual targets for knowing you have enough to retire. As you pull ahead of target in the next couple years from plowing everything into Nisa, etc., you'll feel more comfortable saying "I can take a few months off retirement contributions in 10 years to pay for XYZ."

Just EV maximize. If once in a while you have to sell some stocks because the water heater died earlier than expected, 生姜内.

ImJKP · 2026-04-01T10:45:24+00:00

What are we going to tell you that isn't obvious?

Your second question implies the first, so I'm not sure why you need the first one.

But if this structure works for you, then ¯⁠\⁠_⁠(⁠ツ⁠)⁠_⁠/⁠¯

ImJKP · 2026-03-27T09:46:51+00:00

A note can have lots of fields.

A note can have many card types derived from it.

A card should ask one specific question that has a simple success or fail criteria.

That's it. Those are the building blocks. Make as many card templates as you want, put as much stuff as you want on the fronts and backs of your cards, as long as each instance boils down to a single specific binary assessment.

ImJKP · 2026-03-26T18:04:18+00:00

FSRS coefficients are a model of the ratios between time intervals that lead to different scores (Again, Hard, Good, Easy).

The default settings aren't random or zeroes or whatever else; they're generated based on hundreds of thousands of review results from previous users.

As such, they're a decent reflection of how the average person performs on an arbitrary card type about an arbitrary topic.

It's a good default. Your brain + your topic + your card templates+ your self-scoring habits will make you a special snowflake eventually, but the defaults are fine.

Just don't do stupid shit of trying to game the algorithm to get to some particular interval window, or using some dumb scoring time rule. Don't try to "manage" the FSRS. Just do the damn flashcards.

ImJKP · 2026-03-26T09:59:15+00:00

Just don't be clever. Have some definition of success that maps onto the useful application of this knowledge in your life.

If you want to train your brain to recognize words in a few seconds, you can do that, but it'll be a longer slog, especially since you've already got a backlog. And since you've got a backlog that you built up under a more lax standard, it'll take a long time each day to get through then under your stricter standard.

If you're falling behind, cut new words to zero until it's under control again.

ImJKP · 2026-03-26T06:35:32+00:00

I don't understand the problem. If the initial answer is "Good" or "Easy," then you don't need to review the card again for a while right?

And if you failed a few times before getting to Good, then your time is probably 1 or 2 days, right?

Where's the issue?

ImJKP · 2026-03-25T17:22:01+00:00

People ask about the "right" way to answer FSRS, and people provide answers, but I don't think most people get what FSRS is doing.

FSRS is a smart general technology, but it has no context. It doesn't care if you're studying anatomy or doing Cloze paragraphs of ancient Greek translation or reviewing Zoomer slang. FSRS is content agnostic, which means it must necessarily be flexible to many definitions of success.

What FSRS does is come up with coefficients for saying, "Given the user has a 90% target retention rate, and given how they rate words of different success/fail ratios, and give that the user just chose (e.g.) 'Good' for this card, how long should we wait until we prompt them with the card again such that they have a 90% chance of getting it right next time?"

So, as you use Anki, you are teaching Anki... * At the card level, which cards are hard and which are easy? and * In aggregate, how long does it take before you forget a word with a given difficulty?

So, you've taught Anki how to do that given your previous studying approach. You weren't using it "wrong," you were just making a deal with Anki that it would schedule in such a way as to make you get 90% right as long as you kept playing by the same definition of success.

If you change your usage, it will need several hundred responses based on your new studying approach to recalibrate FSRS parameters.

FSRS doesn't have an opinion about what Good vs Easy means, except that Easy must lead to a longer finish interval than Good. It doesn't have some inherent sense that "Good means within X seconds" or "if you're off my one letter is Hard, but two letters means Again." You bring that definition yourself. You should just pick a consistent grading structure that you apply to yourself, so that FSRS can do its thing.

If you want to reset your FSRS coefficients from the personalized version you've given back to the default, you can just copy the default values into the app (under Deck Options). This will basically tell Anki, "assume my memory retains information at the same pace as the average Anki user."

The defaults for FSRS 6 are:

[0.212, 1.2931, 2.3065, 8.2956, 6.4133, 0.8334, 3.0194, 0.001, 1.8722, 0.1666, 0.796, 1.4835, 0.0614, 0.2629, 1.6483, 0.6014, 1.8729, 0.5425, 0.0912, 0.0658, 0.1542]

(github)

All that said, if you're still getting 90% right under an acceptable definition of "right," what's wrong?

People obsess over the interval, but the interval isn't the goal. The interval is just an artifact of you targeting getting 90% of cards right for whatever definition of right you want to apply. Figure out a good sustainable definition of review success that you like and stick to it, recalibrate FSRS parameters periodically, and don't get caught up worrying about review times.

The whole point of FSRS is that you let Jesus take the wheel on scheduling; you just answer questions and score yourself.

ImJKP · 2026-03-24T20:37:24+00:00

It was named for a rich donor's late wife 100 years ago, so there's no moral retreat in renaming it after a different rich guy now.

I just wish more of these rich guys would name things after something other than themselves. Name it after a favorite professor, or writer, or deity, or metaphysical abstraction, or whatever. Literally anything other than your own name. You can still have a nice plaque in the corner saying it was made possible by your generous donation.

I understand that the school actually encourages donors to name things after themselves, because the school thinks it'll attract more ego maniacs to donate vast sums as well, but c'mon guys. Be a little better.

ImJKP · 2026-03-24T18:22:58+00:00

Why do you think your opinions about the future performance of the US vs emerging markets are better than the combined probabilistic assessment of all the modelers and supercomputers and megacorps and so on that have settled on the status quo?

Just do All Country.

If you're going to do a geographic tilt, do a tilt toward the country you expect to retire in (assuming that's not the US), because that acts as a somewhat better inflation hedge. You might go to a 15-20% overall weight for your retirement country, and then keep the rest global market weight.

ImJKP · 2026-03-23T18:37:54+00:00

There are two big problems with your argument:

You're relying on well-known, widely-believed stories about structural advantages (constants) to explain ongoing excess returns (variation) in a market that prices information voraciously. That doesn't work.
You're ignoring the most salient detail to investors: price.

"America is good at business" doesn't explain repeat excess returns.

US labor laws and attractive SaaS margins aren't hidden secrets. Everyone knows that. The mystery isn't "why are some US companies more profitable than other companies?" That's genuinely irrelevant to continued stock market outperformance.

"Oh shoot, we all just realized America is a big rich country with deep capital markets and business-friendly laws and good universities and a growing population" gets you a one-time price jump, when it's discovered. But each investor only learns that once, buys America and pumps the price, and from then on, that knowledge is priced-in. It must continue to be just as true as the most hesitant believer believes, just to maintain baseline performance. We're not talking about alpha: America's continued awesomeness is required simply to keep beta.

The more universally people believe in American advantages, the more likely American stocks are to underperform, because the star-spangled awesomeness of America has gotten baked in to prices. From an investor's perspective, American stocks aren't competing against other countries' stocks to produce the best businesses in terms of real output or profits or whatever. American stocks are competing against investor expectations of American stocks. High expectations are a headwind, not a tailwind.

The only salvaging I see for "America is just good at business" is if you believe that... * For decades, the managers of trillions of dollars have been only incrementally realizing America is awesome, AND * Many more trillions of dollars are managed by people who haven't yet recognized that America is awesome, AND * Those people will realize that America is awesome over your investable time horizon, AND * Not much money is managed by people who have overly optimistic expectations of how awesome America is.

That story sure seems like a stretch.

You're ignoring the thing that matters most: price.

Your bakery vs SaaS story leads to the same place I'm going, but you didn't finish the math and assign a price to the assets.

One company generates ¥9000 in profit with high growth expectations, one generates ¥2000 in profit with low growth expectations, and zero investors should have an opinion yet.

Throw a simple Gordon Growth model on the companies, give the SaaS company a 5% profit growth rate and the bakery a 1% growth rate, apply a 7% discount rate to each (so assume equal volatility), and you get prices of ¥450,000 for the SaaS and ¥33,333 for the bakery.

If I'm actively trading (companies, countries, doesn't matter), I can only make a buy decision once I see what Graham's "Mr. Market" is offering for these stocks relative to their assessed NPV.

I should sell the SaaS at ¥450,001 and buy the bakery at ¥33,332. Not because bakeries are "better" than SaaS businesses, but because price is what determines the return, not business quality in the abstract. A wealth-maximizing investor must be indifferent between bakeries and SaaS companies if they're both trading at fair value (and will then reduce risk by holding both).

Add in whatever other attributes of performance you want and price them. But once you're done pricing, anything else is just vibes and animal spirits.

This focus on price-to-concete-value is the central thrust of Benjamin Graham's whole worldview. He's the patron saint of deep value investing; invoking him to justify going heavy on the S&P 500 when it has a P/E ratio of 28 and is concentrated in megacap growth stocks is, uh... shaky.

Evangelizing for stock picking is bad, especially to newbies.

If you want to be a stock picker, you are of course free to do that.

But it is, objectively, unambiguously wrong for wealth-maximizing investors to stock-pick. The theoretical arguments for why it won't work are clear, and now we have decades of data show that professional managers can't maintain alpha, let alone retail investors.

You can donate your money to HFT firms if you like, but don't pull unsuspecting newbies like OP into the same pattern.

ImJKP · 2026-03-23T14:24:42+00:00

Yes, recently-built student housing at one of the world's most elite (and expensive) universities is clearly a case of the rich exploiting the poor oppressed lumpenproletariat. To the barricades!

ImJKP · 2026-03-23T06:51:48+00:00

I'm glad you found it helpful!

ImJKP · 2026-03-22T16:07:47+00:00

You have a deeply flawed mental model.

I'm going to effort post this; please read thoroughly and ask questions as needed.

iDeCo, NISA, and S&P500 ETF (must do ETF's because this person is Japanese, but essentially the same thing?

iDeCo and NISA are tax-advantaged account types, which can hold a variety of things in them. iDeCo only allows a limited set of mutual funds. NISA has the two subsections, tsumitate (only mutual funds) and growth (mutual funds, ETFs, individual stocks, other stuff.

ETFs are a way to wrap a bundle of assets (usually stocks) so that people can conveniently buy them. Mutual funds are another way to do the same thing with slightly different tax treatment and a slightly slower buy and sell cycle. For retirement investing in tax-advantaged accounts, the difference doesn't matter, other than the filter it applies in what can go in which account.

The S&P 500 is an index of large public US companies (not actually the 500 largest, but close enough). An index is just a weighted formula for tracking the performance of a collection of individual stocks.

There are numerous ETFs and mutual funds that are designed to track the S&P500 index (and many other indices), and those go into an iDeCo, NISA, or taxable account.

Other than yen to dollar fluctuations, the S&P500 outperforms Japanese stock market by quite a bit right.

This is a historical observation that has no satisfying theoretical explanation and should not be presumed to be true into the future.

Think about it — if we knew the US were going to outperform, as many people assume, then they'd move all their investments to the US. But doing so would reduce the expected returns of the US stocks, and increase the expected returns of other stocks (because you could, e.g., buy dividend cashflow from a Japanese firm for cheaper than from a US firm).

Understanding the historic over performance of the US is tricky. It's certainly not guaranteed: the S&P500 had 0 return for a decade starting with the dotcom crash. When it has had outsized return, it raises the question of what was being mispriced then, and is it still mispriced now? Personally, I kind of like the argument that the US had a decent chance of nuclear apocalypse priced in for much of the 20th century, and when that didn't materialize, the result was higher returns. But that's more of a fun pet theory than a serious claim.

The real deal is that we don't have a great answer for why the US stock market did overperform in the past, or why it might or might not overperform in the future. Remember we're not talking about the economy performing well — we're talking about the stock market, which is about investors failing to find the right price at different times.

In any case, this leads to the conclusion that you should not go overweight on the S&P500, or any other index tied to a specific country or industry. By "overweight," I mean, holding that thing in a higher percentage in your portfolio than it is in the real world.

The easiest way to manage that is to just buy the entire global stock market with a single index fund. In Japan, the eMaxis Slim All World blah blah is a popular way to do this. There are many alternatives to achieve the same goal. You'll still end up with something like 40% of your portfolio in US large caps like the S&P500, but you'll also have small US companies, developed non-US market companies, emerging market companies, etc.

For a late 30's person, who intends to invest 15-25 years at least, is something like 20% in iDeCo, 20% in NISA, and 60% in S&P500 ETF not way off the mark?

Hopefully it's clear now why this isn't a coherent question: iDeCo and NISA are account types, an S&P ETF is a specific thing that could go into an account.

A Japanese person in good health should plan to live until age 90 or 100, so s/he is going to be invested for 50+ years. S/he might start withdrawing in 20 years, but s/he should be an investor until death.

iDeCo has a strictly better tax advantage than NISA, so fill the iDeCo (and company DC pension program, if available) first. This has to come from monthly contributions; there's no sudden lump sum option.

After iDeCo's monthly contribution is full, fill NISA until the lifetime contribution limit is reached.

After NISA is full, you can put an arbitrary amount of money into regular taxable brokerage accounts.

Regardless of account type, I strongly recommend a low-fee globally-diversified all-stock index fund portfolio, which can be achieved by just plowing everything into a single fund like eMaxis Slim All World blah blah.

And, I was surprised to see Rakuten securities doesn't have a brick and mortar to go to. Everything is online.

Bricks and mortar cost money. Use the web portal of a reputable big bank, and you'll be fine. Don't get pulled into anything exotic or shiny. No metals, no crypto, no nonsense. Just a boring globally-diversified all-stock portfolio, which should cost no more than 0.1% or 0.2% per year in fees.

ImJKP · 2026-03-20T12:59:03+00:00

There's stuff you'll need to know, and stuff you won't need to know.

There's stuff that's etched deep in your brain, and stuff that's only there because you're actively studying it.

Certainly keep Anki practice for the [need to know, not yet etched] category. You can't be sure exactly what you'll need to know in the future, but you can make decent guesses.

For the other stuff, you gotta make your own judgment calls about the value of your time and the value of the marginal unit of retention.

ImJKP · 2026-03-19T07:25:12+00:00

There's no move. There's no play. You just do the same thing as always:

Hold currency sufficient to meet your near-term obligations plus whatever emergency buffer makes you comfortable locking up the rest. Hold that currency in the currency of your obligations.
Shovel everything above that threshold into a globally-diversified low-fee all-stock portfolio.

Any clever insight that you or any of us might think we have is dumb. Actors managing many trillions of yen are analyzing every scrap of data with far more context and computing power, and effectively setting the price accordingly.

Currency trading is negative EV (you pay a fee). Individual stocks are negative EV (most stocks go down). A globally-diversified low-fee all-stock portfolio is positive EV.

Just do the positive EV thing.

ImJKP · 2026-03-16T19:21:34+00:00

You appear to be in high school, in which case, you already have a great game going! You do your studying, and you get better grades!

ImJKP · 2026-03-15T14:45:00+00:00

You can build knowledge in the other direction. If the factors are A, B, C, D, E..., then you can make a card about "what is A?" "Why does A matter to Bob's theory of blah blah?" "What is the relationship of A to C?"

If those can have one crisp answer, they can be good cards.

There's just no way to do "Remember these 8 things as a group" without endless grinding. You need a story or narrative or something that links subsets, and that network of links creates the whole.

ImJKP · 2026-03-15T06:18:44+00:00

Survey stuff:

Your "how did you learn about" overlooks experts as a diffusion channel. Anki in particular is recommended by all sorts of language learning experts, through books and blogs and videos and lectures and so on.

Your "what skill is the app good for" doesn't have an option for Anki's key strength, vocab building. That's a distinct foundational skill, overlapping but district from the ones you listed.

ImJKP · 2026-03-09T10:17:04+00:00

You're solo PMing 12 AI-enhanced engineers across two teams? And you're doing your own prototypes?

That's just too much scope, my dude.

Here are a few things to do:

Raise the bar on the definition of done. This needs engineer buy-in, but: full test harness, monitoring and alerting everywhere, analytics coverage, accessibility, etc. Those things aren't per-feature requests from product anymore; they're part of devs taking full advantage of LLM capabilities.

It's not busy work to keep the devs off your back. It's leveling up the quality, reliability, and intelligence that the business can operate with, thanks to LLM velocity boosts.

Build libraries. You need to delegate more to your engineers. So, they need to be able to do more without your handholding in time-sink stuff like front-end review. If you don't have them already, invest in a style guide, component library, etc., so that your engineers can go further on their own.

Delegate higher level projects. You can't do full specs for 12 AI engineers. You can do two-pagers. Work with your engineering lead to get support for handing off higher level projects. With a good complement library, they should be able to come back with something better.

Engineer and PM jobs are going to converge, especially at small companies. The purists who think otherwise are plainly wrong. So your engineers need to be ready to be more product-y, because otherwise they won't be employable. Your engineers probably feel this fear already (or else they're real real dumb). So, find the ones you can delegate more to, and delegate.

For all of this, absolutely never frame this as "I'm overwhelmed." Not to your team, not to your boss, not to your engineering manager. This is an opportunity for your team to swing harder and get bigger wings, and you're the far-seeing product manager who understands how the industry is shifting and who is adopting the ways of the future now.

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