Add training workflow, datasets, and runbook

training_data/curated/text/07c7119c0f0a2127638a17f5ca8690bef17ccf615344fdfdb85a8173e999e086.txt

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+Conclusions
+The same stock during the same week was used in both examples. These
+two traders started out with equal and opposite positions. They might as
+well have made the trade with each other. And although in this case the vol
+buyer (Harry) had a pretty good week and the vol seller (Mary) had a not-
+so-good week, it’s important to notice that the dollar value of the vol
+buyer’s profit was not the same as the dollar value of the vol seller’s loss.
+Why? Because each trader hedged his or her position differently. Option
+trading is not a zero-sum game.
+Option-selling delta-neutral strategies work well in low-volatility
+environments. Small moves are acceptable. It’s the big moves that can blow
+you out of the water.
+Like long-gamma traders, short-gamma traders have many techniques for
+covering deltas when the stock moves. It is common to cover partial deltas,
+as Mary did on day four of the last example. Conversely, if a stock is
+expected to continue along its trajectory up or down, traders will sometimes
+overhedge by buying more deltas (stock) than they are short or selling more
+than they are long, in anticipation of continued price rises. Daily standard
+deviation derived from implied volatility is a common measure used by
+short-gamma players to calculate price points at which to enter hedges.
+Market feel and other indicators are also used by experienced traders when
+deciding when and how to hedge. Each trader must find what works best for
+him or her.