Add training workflow, datasets, and runbook

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+474 Part IV: Additional Considerations 
+arbitra:ry requirements would be including only calls that sell for one point or more, 
+or stating that the downside protection must be a certain percentage of the stock 
+price. These obviously cannot suffice for stocks with different volatilities. Rather, 
+the downside protection criterion should be stated in terms of "probability of down 
+protection" or, alternatively, in terms of the volatility itself. In this manner, a uniform 
+comparison can be made between volatile and nonvolatile stocks. 
+CALL BUYING 
+The option buyer can also constructively use the measurement of volatility to aid him 
+in his option buying decisions. In Chapter 3, it was shown that evaluating the prof 
+itability of calls based on the volatility of the underlying stock is the correct way to 
+analyze an option purchase. One specific method of analysis is described. There are 
+certain variables in this analysis that may be altered to fit the call buyer's individual 
+preferences, but the general logic is applicable to all cases. 
+As a first step, one should decide upon a uniform stock rrwvement for ranking 
+call purchases. One might decide to rank all purchases by how they would perform 
+if the underlying stock moved up in accordance with its volatility. The phrase "in 
+accordance with its volatility" must be quantified. For example, one might decide to 
+assume that eve:ry stock could move up one standard deviation, and then rank all call 
+purchases on that basis. The prospective call buyer must also fix the time period that 
+he wants to use. Generally, one looks at purchases to be held for 30 days, 60 days, and 
+90 days. 
+The exact steps to be followed in the analysis of profitability and risk can be list­
+ed as follows: 
+I. Specify the distance that underlying stock can move, up or down, in terms of its 
+volatility. 
+2. Select the holding period over which the analysis is to take place. 
+PROFITABILITY 
+3. Calculate the stock price that the stock would move up to, when the foregoing 
+assumptions are implemented. 
+4. Using a pricing model, such as the Black-Scholes model, estimate what the 
+option price would become after the upward stock movement. 
+5. Calculate the percent profit, after deducting commissions. 
+6. Repeat steps 4 and 5 for each option on the stock.