Add training workflow, datasets, and runbook

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+Gapter 4: Other Call Buying Strategies 131 
+FIGURE 4-3. 
+Reverse hedge using two strikes (simulated combination purchase). 
+C: 
+~ ·5. 
+in 
+~ 
+l/l 
+.3 
+0 
+i.l::-$350 
+e a. 
+SUMMARY 
+40 
+Stock Price at Expiration 
+The strategies described in this chapter would not normally be used if the underly­
+ing stock has listed put options. However, if no puts exist, or the puts are very illiq­
+uid, and the strategist feels that a volatile stock could move a relatively large distance 
+in either direction during the life of a call option, he should consider using one of the 
+forms of the reverse hedge strategy - shorting a quantity of stock and buying calls on 
+more shares than he is short. If the desired movement does develop, potentially large 
+profits could result. In any case, the loss is limited to a fixed amount, generally 
+around 20 to 30% of the initial investment. Although it is possible to take follow-up 
+action to lock in small profits and attempt to gain on a reversal by the stock, it is wiser 
+to let the position run its course to capitalize on those occasions when the profits 
+become large. Normally a 2:1 ratio (long 2 calls, short 100 shares of stock) is used in 
+this strategy, but this ratio can be adjusted if the investor wants to be more bullish or 
+more bearish. If the stock is initially between two striking prices, a neutral profit 
+range can be set up by shorting the stock and buying calls at both the next higher 
+strike and the next lower strike.