Add training workflow, datasets, and runbook

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+Chapter 23: Spreads Combining Calls and l'uts 357 
+Looking at the negative side, the "calendar straddle" is the least attractive of the 
+three strategies, primarily because one is forced to increase his risk after near-term 
+expiration, if he wants to continue to hold the longer-term options. It is often diffi­
+cult to find a "diagonal butterfly" that offers enough credit to make the position 
+attractive. Finally, the "calendar combination" has the largest probability oflosing the 
+entire debit eventually, because one may find that the longer-term options expire 
+worthless also. (They are out-of-the-money to begin with, just as the near-term 
+options were.) 
+The strategist will not normally be able to find a large number of these positions 
+available at attractive price levels at any particular time in the market. However, since 
+they are attractive strategies with little or no margin collateral requirements, the 
+strategist should constantly be looking for these types of positions. A certain amount 
+of cash or collateral should be reserved for the specific purpose of utilizing it for 
+these types of positions - perhaps 15 to 20% of one's dollars.