Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 
+Position summary 
+Risk Factor 
+Position delta = l 00 
+Position gamma = -600 
+Position theta = +$600 
+Position vega = -$3,600 
+877 
+Comment 
+Neutral; no immediate exposure to small 
+market movements; lose $100 for 1 
+point move in underlying. 
+Fairly negative; position will react 
+inversely to market movements, causing 
+losses of $700 for second point of 
+movement by underlying. 
+Favorable; the passage of time works in the 
+position's favor. 
+Very negative; position is extremely 
+subject to changes in implied volatility. 
+This straddle sale has only one thing guaranteed to work for it initially: time 
+decay. (The risk factors will change as price, time, and volatility change.) Stock price 
+movements will not be helpful, and there will always be stock price movements, so 
+one can expect to feel the negative effect of those price changes. Volatility is the big 
+unknown. If it decreases, the straddle seller will profit handsomely. Realistically, 
+however, it can only decrease by a limited amount. If it increases, very bad things will 
+happen to the profitability of the position. Even worse, if the implied volatility is 
+increasing, there is a fairly likely chance that the underlying stock will be jumping 
+around quite a bit as well. That isn't good either. Thus, it is imperative that the strad­
+dle seller engage in the strategy only when there is a reasonable expectation that 
+volatilities are high and can be expected to decrease. If there is significant danger of 
+the opposite occurring, the strategy should be avoided. 
+If volatility remains relatively stable, one can anticipate what effects the passage 
+of time will have on the position. The delta will not change much, since the options 
+are nearly at-the-money. However, the gamma will increase, indicating that nearer to 
+expiration, short-term price movements will have more exaggerated effects on the 
+unrealized profits of the position. The theta will grow even more, indicating that time 
+will be an even better friend for the straddle writer. Shorter-term options tend to 
+decay at a faster rate than do longer-term ones. Finally, the vega will decrease some 
+as well, so that the effect of an increase in implied volatility alone will not be as dam­
+aging to the position when there is significantly less time remaining. So, the passage