Add training workflow, datasets, and runbook

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+Chpter 3: Call Buying 117 
+not rally by October, he has decreased his overall loss by the amount received for the 
+sale of the July 35 call. 
+This strategy is not as attractive to use as the previous one. If XYZ should rally 
+before July expiration, the investor might find himself with two losing positions. For 
+example, suppose that XYZ rallied back to 36 in the next week. His short call that he 
+sold for 1 point would be selling for something more than that, so he would have an 
+unrealized loss on the short July 35. In addition, the October 35 would probably not 
+have appreciated back to its original price of 3, and he would therefore have an unre­
+alized loss on that side of the spread as well. 
+Consequently, this strategy should be used with great caution, for if the under­
+lying stock rallies quickly before the near-term expiration, the spread could be at a 
+loss on both sides. Note that in the former spread strategy, this could not happen. 
+Even if XYZ rallied quickly, some profit would be made on the rebound. 
+A FURTHER COMMENT ON SPREADS 
+Anyone not familiar with the margin requirements for spreads, under both the 
+exchange margin rules and the rules of the brokerage firm he is dealing with, should 
+not attempt to utilize a spread transaction. Later chapters on spreads outline the 
+more common requirements for spread transactions. In general, one must have a 
+margin account to establish a spread and must have a minimum amount of equity in 
+the account. Thus, the call buyer who operates in a cash account cannot necessarily 
+use these spread strategies. To do so might incur a margin call and possible restric­
+tion of one's trading account. Therefore, check on specific requirements before uti­
+lizing a spread strategy. Do not assume that a long call can automatically be "rolled" 
+into any sort of spread.