Add training workflow, datasets, and runbook

training_data/curated/text/5171cc7f706c9de0bbb3a8ae3e0ed2efebdeb105186ad7209060f54053fa6777.txt

@@ -0,0 +1,145 @@
+Glossary of Common Tickers, Acronyms, Variables, and Math Equations
+Ticker
+Full Name
+SPY
+SPDR S&P 500
+XLE
+Energy Select Sector SPDR Fund
+GLD
+SPDR Gold Trust
+QQQ
+Invesco QQQ ETF (NASDAQ‐100)
+TLT
+iShares 20+ Year Treasury Bond ETF
+SLV
+iShares Silver Trust
+FXE
+Euro Currency ETF
+XLU
+Utilities ETF
+AAPL
+Apple Stock
+GOOGL
+Google Stock
+IBM
+IBM Stock
+AMZN
+Amazon Stock
+TSLA
+Tesla Stock
+VIX
+CBOE Volatility Index (implied volatility for the S&P 500)
+GVZ
+CBOE Gold Volatility Index
+VXAPL
+CBOE Equity VIX On Apple
+VXAZN
+CBOE Equity VIX On Amazon
+VXN
+CBOE NASDAQ‐100 Volatility Index
+Acronym
+Full Name
+NYSE
+New York Stock Exchange
+ETF
+Exchange‐Traded Fund
+DTE
+Days to Expiration
+EMH
+Efficient Market Hypothesis
+ITM
+In‐the‐Money
+OTM
+Out‐of‐the‐Money
+ATM
+At‐the‐Money
+P/L
+Profit and Loss
+IV
+Implied Volatility
+VaR
+Value at Risk
+CVaR
+Conditional Value at Risk
+POP
+Probability of Profit
+BPR
+Buying Power Reduction
+IVP
+IV Percentile
+IVR
+IV Rank
+NFT
+Non‐Fungible Tokens
+Variable Symbol
+Variable Name/Definition
+Spot/stock price: the price of the underlying
+Contract price: the price of the option, noting that
+C
+is used if the contract is a call and
+P
+is used in the case of puts
+Strike price: the price at which the holder of an option can buy or sell an asset on or before a future date
+Risk‐free rate of return: the theoretical rate of return of a riskless asset
+Mean: the central tendency of a distribution
+Standard deviation: the spread of a distribution; also used as a measure of uncertainty or risk
+Volatility: the standard deviation of log‐returns for an asset; a key input in options pricing
+Delta: the expected change in an option's price given a $1 increase in the price of the underlying
+Gamma: the expected change in an option's delta given a $1 change in the price of the underlying
+Theta: the expected time decay of an option's extrinsic value in dollars per day
+Beta: the volatility of the stock relative to that of the overall market
+Beta‐weighted delta: the expected change in an option's price given a $1 change in some reference index
+Equation Number
+Equation
+1.1
+Simple Returns
+1.2
+Log Returns
+1.3
+Long Call P/L
+1.4
+Long Put P/L
+1.5
+Population Mean
+1.6
+Expected Value
+1.7
+Population Variance
+1.8
+Variance
+1.9
+Skew
+1.15
+Delta
+1.16
+Gamma
+1.17
+Theta
+1.18
+Population Covariance
+1.19
+Covariance
+1.20
+Correlation Coefficient
+1.21
+Additive Property of Variance
+1.22
+Beta
+2.1
+±1σ Expected Range Approximation (%)
+2.2
+±1σ Expected Range Approximation ($)
+3.1
+IV Percentile (IVP)
+3.2
+IV Rank (IVR)
+4.1
+Short Put BPR
+4.2
+Short Call BPR
+4.3
+Short Strangle BPR
+5.1
+Short Iron Condor BPR
+8.1
+Approximate Kelly Allocation Percentage