Add training workflow, datasets, and runbook

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+Brokers are fond of pointing out to possible buyers of options that they are a splendid thing to 
+buy, and pointing out to sellers that they are a splendid thing to sell. They believe implicitly in 
+this paradox. Thus the buyer does well, the seller does well, and it is not necessary to stress the 
+point that the broker does well enough. Many examples can be cited showing all three of them 
+emerging from their adventures with a profit. One wonders why the problem of unemployment 
+cannot be solved by having the unemployed buy and sell each other options, instead of mooning 
+around on those park benches.
+—Fred Schwed
+Where Are the Customers’ Yachts?
+ ■ Comparing Trading Strategies
+The existence of options greatly expands the range of possible trading strategies. For example, in the 
+absence of an option market, a trader who is bullish can either go long or initiate a bull spread (in those 
+markets in which spread movements correspond to price direction). However, if option-related trad-
+ing approaches are included, the bullish trader can consider numerous alternative strategies including: 
+long out-of-the-money calls, long in-the-money calls, long at-the-money calls, short out-of-the-money 
+puts, short in-the-money puts, short at-the-money puts, “synthetic” long positions, combined positions 
+in futures and options, and a variety of bullish option spreads. Frequently, one of these option-related 
+strategies will offer significantly better profit potential for a given level of risk than an outright futures 
+position. Thus, the trader who considers both option-based strategies and outright positions should 
+have a decided advantage over the trader who restricts his trades to only futures.
+Option Trading 
+Strategies
+Chapter 35