Add training workflow, datasets, and runbook

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+Trading Implied Volatility
+Many of the strategies covered so far have been option-selling strategies.
+Some had a directional bias; some did not. Most of the strategies did have a
+primary focus on realized volatility—especially selling it. These short
+volatility strategies require time. The reward of low stock volatility is theta.
+In general, most of the strategies previously covered were theta trades in
+which negative gamma was an unpleasant inconvenience to be dealt with.
+Moving forward, much of the remainder of this book will involve more
+in-depth discussions of trading both realized and implied volatility (IV),
+with a focus on the harmonious, and sometimes disharmonious, relationship
+between the two types. Much attention will be given to how IV trades in the
+option market, describing situations in which volatility moves are likely to
+occur and how to trade them.