Add training workflow, datasets, and runbook

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+Chapter 12: Combining Calendar and Ratio Spreads 
+FOLLOW-UP ACTION 
+229 
+If one decides to preserve a neutral strategy with follow-up action in either type of 
+ratio call calendar, he would merely need to look at the deltas of the calls and keep 
+the ratio neutral. Doing so might mean that one would switch from one type of cal­
+endar spread to the other, from the out-of-the-money with naked calls to the in-the­
+money with extra long calls, or vice versa. For example, if XYZ started at 45, as in the 
+first example, one would have sold more calls than he bought. If XYZ then rallied 
+above 50, he would have to move his position into the in-the-money ratio and get 
+long more calls than he is short. 
+While such follow-up action is strategically correct maintaining the neutral 
+ratio - it might not make sense practically, especially if the size of the original spread 
+were small. If one had originally sold 5 and bought 3, he would be better to adhere 
+to the follow-up strategy outlined earlier in this chapter. The spread is not large 
+enough to dictate adjusting via the delta-neutral ratios. If, however, a large trader had 
+originally sold 500 calls and bought 300, then he has enough profitability in the 
+spread to make several adjustments along the way. 
+In a similar manner, the spreader who had established a small in-the-money cal­
+endar might decide not to bother rationing the spread if the stock dropped below the 
+strike. He knows his risk is limited to his initial debit, and that would be small for a 
+small spread. He might not want to introduce naked options into the position if XYZ 
+declines. However, if the same spread were established by a large trader, it should be 
+adjusted because of the greater tolerance of the spread to being adjusted, merely 
+because of its size.