When I was a kid, Thanksgiving was my favorite holiday. Not because of the food, but because my brother and I got to go with my dad to the Macy’s Thanksgiving Day Parade. We called it “The Parade.” It is huge. Hours of gigantic balloons and marching bands, platoons of police horses and clowns. It ends with Santa Claus on a sleigh, followed by the Sanitation Department crew. Besides the balloons, our favorite part was watching the marching bands and majorettes tiptoe in formation through what the police horses left behind.