Add training workflow, datasets, and runbook

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+A Complete Guide to the Futures mArket
+Thus:
+Ratio call writ el ong c all short put short  c alls or
+Rati
+  ≈+ + 2,
+oo call wr ite short put short  call≈+
+The right-hand term of this last equation is, in fact, the definition of a short straddle. In similar 
+fashion, it can be demonstrated that a short put write (short futures + short 2 puts) would also yield 
+a profit/loss profile nearly identical to the short straddle position.
+Strategy 18: bull Call Money Spread (Long Call with Lower Strike 
+price/Short Call with higher Strike price)
+example. Buy an August $1,250 gold futures call at a premium of $19.20/oz ($1,920) and 
+simultaneously sell an August $1,300 call at a premium of $9.10 ($910). (See Table 35.18 and 
+Figure 35.18.)
+Comment. This type of spread position is also called a debit spread because the amount of premium 
+paid for the long call is greater than the amount of the premium received for the short call. The maxi-
+mum risk in this type of trade is equal to the difference between these two premiums. The maximum 
+possible gain in this spread will be equal to the difference between the two strike prices minus the 
+net difference between the two premiums. The maximum loss will occur if prices fail to rise at least 
+beyond the lowest strike price. The maximum gain will be realized if prices rise above the higher 
+strike price. Note that although the maximum profit exceeds the maximum risk by a factor of nearly 
+4 to 1, the probability of a loss is significantly greater than the probability of a gain. This condition is 
+true since prices must rise $60.10/oz before the strategy proves profitable.
+tabLe 35.18  profit/Loss Calculations: bull Call Money Spread (Long Call with Lower Strike price/
+Short Call with higher Strike price)
+(1) (2) (3) (4) (5) (6) (7) (8)
+Futures price 
+at expiration 
+($/oz)
+premium of 
+august $1,250 
+Call ($/oz)
+$ amount 
+of premium 
+paid
+premium of 
+august $1,300 
+Call ($/oz)
+Dollar amount 
+of premium 
+received
+$1,250 Call 
+Value at 
+expiration
+$1,300 Call 
+Value at 
+expiration
+profit/Loss on 
+position 
+[(5) − (3) + (6) − (7)]
+1,000 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,050 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,100 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,150 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,200 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,250 19.2 $1,920 9.1 $910 $0 $0 -$1,010
+1,300 19.2 $1,920 9.1 $910 $5,000 $0 $3,990
+1,350 19.2 $1,920 9.1 $910 $10,000 $5,000 $3,990
+1,400 19.2 $1,920 9.1 $910 $15,000 $10,000 $3,990