Add training workflow, datasets, and runbook

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+Chapter 39: Volatility Trading Techniques 837 
+buying a straddle, ask the question, "Has this stock been able to move far 
+enough, with great enough frequency, to make this straddle purchase prof­
+itable?") Use histograms to ensure that the past distribution of stock prices 
+is smooth, so that an aberrant, nonrepeatable move is not overly influenc­
+ing the results. 
+Each criterion from Step 1 would produce a different list of viable volatility 
+trading candidates on any given day. If a particular candidate were to appear on more 
+than one of the lists, it might be the best situation of all. 
+TRADING THE VOLATILITY SKEW 
+In the early part of this chapter, it was mentioned that there are two ways in which 
+volatility predictions could be "wrong." The first was that implied volatility was out of 
+line. The second is that individual options on the same underlying instrument have 
+significantly different implied volatilities. This is called a volatility skew, and presents 
+trading opportunities in its own right. 
+DIFFERING IMPLIED VOLATILITIES ON THE SAME UNDERLYING SECURITY 
+The implied volatility of an option is the volatility that one would have to use as input 
+to the Black-Scholes model in order for the result of the model to be equal to the 
+current market price of the option. Each option will thus have its own implied volatil­
+ity. Generally, they will be fairly close to each other in value, although not exactly the 
+same. However, in some cases, there will be large enough discrepancies between the 
+individual implied volatilities to warrant the strategist's attention. It is this latter con­
+dition of large discrepancies that will be addressed in this section. 
+Example: XYZ is trading at 45. The following option prices exist, along with their 
+implied volatilities: 
+Actual Implied 
+Option Price Volatility 
+January 45 call 2.75 41% 
+January 50 call 1.25 47% 
+January 55 call 0.63 53% 
+February 45 call 3.50 38% 
+February 50 call 4.00 45%