Add training workflow, datasets, and runbook

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+A Complete Guide to the Futures mArket
+So, for example, the weightings of the March and June quotes that would be used to derive a 
+100­day forward quote on March 2 would be as follows:
+Weighting for March quot e
+Weighting for 
+ = −
+− =1031 00
+103 12
+3
+91
+JJune quote  = −
+− =100 12
+103 12
+88
+91
+As we move forward in time, the nearer contract is weighted less and less, but the weighting for 
+the subsequent contract increases proportionately. When the number of days remaining until the 
+expiration of the forward contract equals the constant ­forward time (100 days in this example), the 
+quote for the constant ­forward series would simply be equal to the quote for the forward contract 
+(June). Subsequent price quotes would then be based on a weighted average of the June and Septem­
+ber prices. In this manner, one continuous price series could be derived.
+The constant
+­forward price series eliminates the problem of huge price gaps at rollover points and 
+is certainly a significant improvement over a nearest futures price series. However, this type of series 
+still has major drawbacks. T o begin, it must be stressed that one cannot literally trade a constant
+­
+forward series, since the series does not correspond to any real contract. An even more serious 
+deficiency of the constant
+­forward series is that it fails to reflect the effect of the evaporation of time 
+that exists in actual futures contracts. This deficiency can lead to major distortions—particularly in 
+carrying
+­charge markets.
+T o illustrate this point, consider a hypothetical situation in which spot gold prices remain stable at 
+approximately $1,200/ounce for a one­year period, while forward futures maintain a constant pre­
+mium of 1 percent per two­month spread. given these assumptions, futures would experience a steady 
+downtrend, declining $73.82/ounce1 ($7,382 per contract) over the one­year period (the equivalent  
+of the cumulative carrying­charge premiums). Note, however, the constant­forward series would com­
+pletely fail to reflect this bear trend because it would register an approximate constant price. For 
+example, a two
+­month constant­forward series would remain stable at approximately $1,212/ounce 
+(1.01 × $1,200 = $1,212). Thus, the price pattern of a constant ­forward series can easily deviate 
+substantially from the pattern exhibited by the actual traded contracts—a highly undesirable feature.
+ ■ Continuous (Spread-Adjusted) Price Series
+The spread­adjusted futures series, commonly known as continuous futures, is constructed to elimi­
+nate the distortions caused by the price gaps between consecutive futures contracts at their transi­
+tion points. In effect, the continuous futures price will precisely reflect the fluctuations of a futures 
+position that is continuously rolled over to the subsequent contract N days before the last trading 
+day, where N is a parameter that needs to be defined. If constructing their own continuous futures 
+data series, traders should select a value of N that corresponds to their actual trading practices.  
+1 This is true since, given the assumptions, the one­year forward futures price would be approximately $1,273.82 
+(1.016 × $1,200 = $1,273.82) and would decline to the spot price ($1,200) by expiration.