Add training workflow, datasets, and runbook

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+800 Part VI: Measuring and Trading Volatility 
+of success. If it turns out that volatility is higher during the life of the position, that 
+will be an added benefit to this position consisting of long options. So, in this exam­
+ple, he should use the 20-day historical volatility because it is the lowest of the four 
+choices that he has. 
+Similarly, if one is considering the sale of options or is taking a position with a 
+negative vega ( one that will be harmed if volatility increases), then he should use the 
+highest historical volatility when making his probability projections. By so doing, he 
+is again being conservative. If the strategy in question still looks good, even under an 
+assumption of high volatility, then he can figure that he won't be unpleasantly sur­
+prised by a higher volatility during the life of the position. 
+There have been times when a 100-day lookback period was not sufficient for 
+determining historical volatility. That is, the underlying has been performing in an 
+erratic or unusual manner for over 100 days. In reality, its true nature is not described 
+by its movements over the past 100 days. Some might say that 100 days is not enough 
+time to determine the historical volatility in any case, although most of the time the 
+four volatility measures shown above will be a sufficient guide for volatility. 
+When a longer lookback period is required, there is another method that can be 
+used: Go back in a historical database of prices for the underlying and compute the 
+20-day, 50-day, and l 00-day historic volatilities for all the time periods in the data­
+base, or at least during a fairly large segment of the past prices. Then use the medi­
+an of those calculations for your volatility estimates. 
+Example: XYZ has been behaving erratically for several months, due to overall mar­
+ket volatility being high as well as to a series of chaotic news events that have been 
+affecting XYZ. A trader wants to trade XYZ's options, but needs a good estimate of 
+the "true" volatility potential of XYZ, for he thinks that the news events are out of the 
+way now. At the current time, the historical volatility readings are: 
+20-day historical: 130% 
+50-day historical l 00% 
+100-day historical 80% 
+However, when the trader looks farther back in XYZ's trading history, he sees 
+that it is not normally this volatile. Since he suspects that XYZ's recent trading histo­
+ry is not typical of its true long-term performance, what volatility should he use in 
+either an option model or a probability calculator? 
+Rather than just using the maximum or minimum of the above three numbers 
+(depending on whether one is buying or selling options), the trader decides to look