Add training workflow, datasets, and runbook

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+Chapter 38: The Distribution of Stock Prices 805 
+ing price of the naked put being sold is 550. The resulting probabilities might be 
+something like this: 
+Scenario Actual Probability of Occurrence 
+1 . $OEX never falls below 550 
+2. $OEX falls below 550 and remains there 
+3. $OEX falls below 550 but rallies later 
+67% 
+19% 
+14% 
+The probabilities stated above are the "real" probabilities of the three various 
+scenarios occurring. However, if one were using the simple probability calculator 
+presented above, he would only have the following information: 
+Probability of $OEX being above 550 at expiration: 81 % 
+Probability of $OEX being below 550 at expiration: 19% 
+So, with the simple calculator, it looks like there's an 81 % chance of a worry-free 
+trade. Just sit back and relax and let the option expire worthless. However, in real 
+life - as shown by the previous set of probabilities, there's only a 67% chance of a 
+worry-free trade. The difference - the other 14% - is the probability of the third 
+scenario occurring ($OEX falls below 550, but rallies back above it by expiration). 
+The simple probability calculator doesn't account for that scenario at all. 
+Hence, most serious traders don't use the simple model. Does that mean it's not 
+useful at all? No, it is certainly viable as a comparative tool; for example, to compare 
+the chances of the $OEX put expiring worthless versus those of another put sale 
+being considered, perhaps something in a stock option. However, better analyses can 
+be undertaken. 
+Before leaving the scenario of the simple probability calculator, one more point 
+should be made. It has been mentioned earlier in this book that the delta of an option 
+is actually a fairly good estimate of the probability of the option being in-the-money 
+at its expiration date. Thus, the delta and the simple endpoint probability calculator 
+shown above attempt to convey the same information to a trader. In reality, because 
+of the fact that implied volatility might be different for various strikes (a volatility 
+skew), especially in index options, the delta of the option might not agree exactly with 
+the probability calculator. Even so, the delta is a quick and dirty way of estimating the 
+probability of the stock being above the strike price (in the case of call options) or 
+below the strike price (in the case of put options) at expiration. 
+THE nEVER" CALCULATOR 
+Having seen the frailties of the endpoint calculator, the next step is to try to design a 
+calculator that can estimate the probability of the stock ever hitting the target price(s)