Add training workflow, datasets, and runbook

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+982 Glossary 
+Vega: the measure of how much an option's price changes for an incremental 
+change-usually one percentage point-in volatility. 
+Vertical Spread: any option spread strategy in which the options have different 
+striking prices but the same expiration dates. 
+Volatility: a measure of the amount by which an underlying security is expected to 
+fluctuate in a given period of time. Generally measured by the annual standard 
+deviation of the daily price changes in the security, volatility is not equal to the beta 
+of the stock. Also called historical volatility, statistical volatility, or actual volatility. 
+See also Implied Volatility. 
+Volatility Skew: the term used to describe a phenomenon in which individual 
+options on a single underlying instrument have different implied volatilities. I 11 
+general, not only are the individual options' implied volatilities different, but they 
+form a pattern. If the lower striking prices have the lowest implied volatilities, and 
+then implied volatility progresses higher as one moves up through the striking 
+prices, that is called a forward or positive skew. A reverse or negative skew works 
+in the opposite way: The higher strikes have the lowest implied volatilities. 
+Warrant: a long-term, nonstandardized security that is much like an option. 
+Warrants on stocks allow one to buy (usually one share of) the common at a ("(•r­
+tain price until a certain date. Index warrants are generally warrants on the pri<·<· 
+of foreign indices. Warrants have also been listed on other things such as cross-('m 
+rency spreads and the future price of a barrel of oil. 
+Write: to sell an option. The investor who sells is called the writer.