Add training workflow, datasets, and runbook

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+238  •   The Intelligent Option Investor
+Short Diagonal
+RED
+GREEN
+Downside: Undervalued
+Upside: Overvalued
+Execute: Sell an ATM call option while buying one to cover at a 
+higher price (short-call spread) and simultaneously buy 
+an OTM put option (long put)
+Risk: Sum of put’s strike price and net premium paid for call
+Reward:  Amount equal to the put’s strike price minus any net 
+premium paid for it 
+Margin: Amount equal to spread between call options
+The Gist
+The diagram for a short diagonal is just the inverse of the long diagonal and, of 
+course, looks very similar to the risk-return profile diagram for a short stock—
+accepting upside exposure in return for gaining downside exposure. The gist 
+of this strategy is simply the short-exposure equivalent to the long diagonal, so 
+the comments about the long diagonal are applicable to this strategy as well. 
+The one difference is that because you must spend money to cover the short 
+call on the upside, the subsidy that the option sale leg provides to the option 
+purchase leg is less than in the case of the long diagonal. Also, of course, a stock 
+price cannot turn negative, so your profit upside is capped at an amount equal 
+to the effective sell price. This investment also may be ratioed (e.g., by using 
+one short-call spread to subsidize two long puts).