Add training workflow, datasets, and runbook

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+OPTION TrAdINg STrATegIeS
+Comment. As can be verified by comparing Figure 35.11b to Figure 35.3c, this strategy is virtually 
+equivalent to buying an in-the-money call. Supplementing a long futures position with the purchase 
+of an out-of-the-money put will result in slightly poorer results if the market advances, or declines 
+moderately, but will limit the magnitude of losses in the event of a sharp price decline. Thus, much 
+like the long in-the-money call position, this strategy can be viewed as a long position with a built-
+in stop.
+In most cases, it will make more sense for the trader to simply buy an in-the-money call since 
+the transaction cost will be lower. However, if a speculator is already long futures, the purchase of 
+an out-of-the-money put might present a viable alternative to liquidating this position and buying an 
+in-the-money call.
+Strategy 12a: Option-protected Short Futures (Short Futures + Long 
+at-the-Money Call)
+example. Sell August gold futures at $1,200/oz and simultaneously buy an August $1,200 gold call 
+at a premium of $38.80/oz ($3,880). (See Table 35.12a and Figure 35.12a.)
+Comment. A frequently recommended strategy is that the trader implementing (or holding) a short 
+futures position can consider buying a call to protect his upside risk. The basic idea is that if the mar-
+ket advances, the losses in the short futures position will be offset dollar for dollar by the long call 
+position. Although this premise is true, it should be stressed that such a combined position represents 
+nothing more than a proxy for a long put. The reader can verify the virtually identical nature of these 
+two alternative strategies by comparing Figure 35.12a to Figure 35.5a. If prices decline, the short 
+futures position will gain, while the option will expire worthless. And if prices advance, the loss in the 
+combined position will equal the premium paid for the call. In fact, if the put and call premiums are 
+equal, a short futures plus long call position will be precisely equivalent to a long put.
+tabLe 35.12a  profit/Loss Calculations: Option-protected Short Futures—Short Futures + Long at-the-
+Money Call (Similar to Long at-the-Money put)
+(1) (2) (3) (4) (5) (6)
+Futures price at 
+expiration ($/oz)
+premium of august $1,200 
+Call at Initiation ($/oz)
+$ amount of 
+premium paid
+profit/Loss on Short 
+Futures position
+Call Value at 
+expiration
+profit/Loss on position 
+[(4)+ (5) – (3)]
+1,000 38.8 $3,880 $20,000 $0 $16,120
+1,050 38.8 $3,880 $15,000 $0 $11,120
+1,100 38.8 $3,880 $10,000 $0 $6,120
+1,150 38.8 $3,880 $5,000 $0 $1,120
+1,200 38.8 $3,880 $0 $0 –$3,880
+1,250 38.8 $3,880 –$5,000 $5,000 –$3,880
+1,300 38.8 $3,880 –$10,000 $10,000 –$3,880
+1,350 38.8 $3,880 –$15,000 $15,000 –$3,880
+1,400 38.8 $3,880 –$20,000 $20,000 –$3,880