Add training workflow, datasets, and runbook

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+Chapter 35: Futures Option Strategies for Futures Spreads 719 
+Initial Final Net Profit/ 
+Position Price Price Loss 
+Bought 5 calls 6.40 0 -$13,440 
+Bought 5 puts 4.25 10.00 + 12,075 
+Sold 3 heating oil futures .7100 .6400 + 8,820 
+Bought 3 unleaded gas futures .5700 .5200 - 6,300 
+Total profit: +$ 1,155 
+In the final analysis, the fact that the intermarket spread collapsed to zero actu­
+ally aided the option strategy, since the puts were the in-the-money option at expira­
+tion. This was not planned, of course, but by being long the options, the strategist was 
+able to make money when volatility appeared. 
+INTRAMARKET SPREAD STRATEGY 
+It should be obvious that the same strategy could be applied to an intramarket spread 
+as well. If one is thinking of spreading two different soybean futures, for example, he 
+could substitute in-the-money options for futures in the position. He would have the 
+same attributes as shown for the intermarket spread: large potential profits if volatil­
+ity occurs. Of course, he could still make money if the intramarket spread widens, but 
+he would lose the time value premium paid for the options. 
+SPREADING FUTURES AGAINST STOCK SECTOR INDICES 
+This concept can be carried one step further. Many futures contracts are related to 
+stocks - usually to a sector of stocks dealing in a particular commodity. For example, 
+there are crude oil futures and there is an Oil & Gas Sector Index (XOI). There are 
+gold futures and there is a Gold & Silver Index (XAU). If one charts the history of 
+the commodity versus the price of the stock sector, he can often find tradeable pat­
+terns in terms of the relationship between the two. That relationship can be traded 
+via an intermarket spread using options. 
+For example, if one thought crude oil was cheap with respect to the price of oil 
+stocks in general, he could buy calls on crude oil futures and buy puts on the Oil & 
+Gas (XOI) Index. One would have to be certain to determine the number of options 
+to trade on each side of the spread, by using the ratio that was presented in Chapter 
+31 on inter-index spreading. (In fact, this formula should be used for futures inter­
+market spreading if the two underlying futures don't have the same terms.) Only now, 
+there is an extra component to add if options are used - the delta of the options: