Add training workflow, datasets, and runbook

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+The stock market is but a mirror which . . . provides an image of the underlying or  
+fundamental economic situation.
+—John Kenneth Galbraith
+ ■ Intramarket Stock Index Spreads
+Spreads in carrying charge markets, such as gold, provide a good starting point for developing a theo-
+retical behavioral model for spreads in stock index futures. As is the case for gold, there can never 
+be any near-term shortage in stock indexes, which means spreads will be entirely determined by 
+carrying charges. As was explained in Chapter 30, gold spreads are largely determined by short-term 
+interest rates. For example, since a trader could accept delivery of gold on an expiring contract and 
+redeliver it against a subsequent contract, the price spread between the two months would primarily 
+reflect financing costs and, hence, short-term rates. If the premium of the forward contract were sig-
+nificantly above the level implied by short-term rates, the arbitrageur could lock in a risk-free profit 
+by performing a cash-and-carry operation. And if the premium were significantly lower, an arbitra-
+geur could lock in a risk-free profit by implementing a short nearby/long forward spread, borrowing 
+gold to deliver against the nearby contract and accepting delivery at the expiration of the forward 
+contract. These arbitrage forces will tend to keep the intramarket spreads within a reasonably well-
+defined band for any given combination of short-term interest rates and gold prices.
+The same arguments could be duplicated substituting a stock index for gold. In a broad sense this 
+is true, but there is one critical difference between stock index spreads and gold spreads: Stocks pay 
+Spread Trading in 
+Stock Index Futures
+Chapter 32