Add training workflow, datasets, and runbook

training_data/curated/text/4f85edd20f9db8d1e708aafd67ed44d96c3fc79db9834312c30727798c00eec1.txt

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+697
+Index
+Prudence, 583
+PTR. See Price trigger range (PTR)
+Pure arbitrage, 530
+PWPLR. See Probability-weighted profit/loss ratio 
+(PWPLR)
+Pyramiding:
+midtrend entry and, 182
+rejected signals and, 251
+trend-following systems and, 252–253
+Quantum Fund, 22
+Random error, 628, 679
+Random sample, definition of, 608
+Random variable, 599
+Random Walkers, 29–34
+Rate of change, 163
+Ratio call write, 532–534
+Reaction count, 179–180
+Recession, severe, 367. See also Great Recession
+Regression analysis, 589–595, 675–683
+about, 374–375, 589–591
+assumptions of, basic, 620
+best fit, meaning of, 591–593
+dependent variable, determining, 675–676
+example, practical, 593
+forecast error and, 679–680
+independent variables, selecting, 677
+least-squares approach, 592–593, 594
+practical considerations in applying, 675–683
+preforecast period (PFP) price and, 677–678
+regression forecast, reliability of, 593–595
+simulation, 680–681
+step-by-step procedure, sample, 682–683
+stepwise regression, 681–682
+survey period length and, 678–679
+Regression coefficients:
+computing t-value for, 626
+multicollinearity and, 665
+sampling distribution of, 621
+testing significance of, 620–626
+Regression equation, 619–635
+analyzing (see Analysis of regression equation)
+coefficient of determination R
+2, 630–633
+confidence interval for an individual forecast, 
+627–629
+extrapolation, 630
+misspecification and, 679
+Production costs, price declines and, 351–352
+Profit(s):
+partial, pulling out, 584
+slow systems and, 245, 246
+winning trades and, 570–571
+Profit/loss matrix, short puts with different strike 
+prices, 514
+Profit/loss profile:
+alternative bearish strategies, three, 548
+alternative bullish strategies, three, 547
+alternative neutral strategies, two, 549
+bear call money spread, 536, 538
+bearish “T exas option hedge,” 520
+bear put money spread, 539, 542
+bull call money spread, 535
+bullish “T exas option hedge,” 518
+bull put money spread, 541
+covered call write, 527
+covered put write, 528
+definition of, 488
+key option trading strategies and, 489–542
+key trading strategies and, 489–542
+long call (at-the-money), 492, 495
+long call (out-of-the-money), 494
+long futures, 490
+long futures and long call comparisons, 497
+long futures and short put comparisons, 514
+long put (at-the-money), 504
+long put (in-the-money), 507
+long put (out-of-the-money), 505
+long straddle, 516
+option-protected long futures, 521, 522
+option-protected short futures, 524, 525
+ratio call write, 533
+short call (at-the-money), 498
+short call (in-the-money), 501
+short call (out-of-the-money), 500
+short futures, 491
+short futures and long put comparisons, 509
+short futures and short call comparisons, 503
+short put (at-the-money), 510
+short put (in-the-money), 513
+short put (out-of-the-money), 511
+short straddle, 517
+synthetic long futures, 529
+synthetic short futures, 532
+trading strategies and, 488–489
+two long calls vs. long futures, 544