Add training workflow, datasets, and runbook

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+Chapter 11
+Mixing ExposurE
+Mixing exposure uses combinations of gaining and accepting exposure, 
+employing strategies that we already discussed to create what amounts to 
+sort of a short-term synthetic position in a stock (either long or short). 
+These strategies, nicknamed “diagonals” can be extremely attractive and 
+extremely financially rewarding in cases where stocks are significantly mis-
+priced (in which case, exposure to one direction is overvalued, whereas the 
+other is extremely undervalued). 
+Frequently, using one of these strategies, an investor can enter a po-
+sition in a levered out-of-the-money (OTM) option for what, over time, 
+becomes zero cost (or can even net a cash inflow) and zero downside expo-
+sure. This is possible because the investor uses the sale of one shorter-tenor 
+at-the-money (ATM) option to subsidize the purchase of another longer-
+tenor OTM one. Once the sold option expires, another can be sold again, 
+and whatever profit is realized from that sale goes to further subsidize the 
+position.
+This strategy works well because of a couple of rules of option pricing 
+that we have already discussed:
+1. ATM options are more expensive than OTM options of the same 
+tenor.
+2. Short-tenor options are worth less than long-tenor options, but 
+the value per day is higher for the short-tenor options.