Add training workflow, datasets, and runbook

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+Chapter 40: Atlvanced Concepts 859 
+sense when one notes that there are extra long calls and they would be getting deep­
+er in-the-money as the stock moves up. Conversely, if XYZ continues to move lower, 
+the delta will continue to decrease and will quickly become negative, meaning that 
+the position would become short overall. Hence, the position does indeed resemble 
+a long straddle: It gets longer as the market moves up and it gets shorter as the mar­
+ket moves down. 
+Long options, whether puts or calls, have positive gamma, while short options 
+have negative gamma. Thus, a strategist with a position that has positive gamma has 
+a net long option position and is generally hoping for large market movements. 
+Conversely, if one has a position with negative gamma, it means he has shorted 
+options and wants the market to remain fairly stable. 
+Note that it is possible to be delta neutral, but to have a significant gamma. (For 
+example, if one owns puts and calls with offsetting deltas, he would be delta neutral, 
+but would have positive gamma since both options are long.) If one is delta neutral, 
+he knows he has no market exposure at this time, but his gamma will show him what 
+exposure his position will acquire as the market moves. These concepts will be dis­
+cussed in greater detail later in this chapter. 
+VEGA OR TAU 
+There is no letter in the Greek alphabet called "vega." Thus, some strategists, being 
+purists, prefer to use a real Greek letter, "tau," to refer to this risk measurement. The 
+term "vega" will be used in this book, but the reader should note that "tau" means 
+the same thing. Vega is the arrwunt by which the option price changes when the 
+volatility changes. Vega is always expressed as a positive number, whether it refers to 
+a put or a call. 
+It is known that more volatile stocks have more expensive options. Thus, as 
+volatility increases, the price of an option will rise. If volatility falls, the price of the 
+option will fall as well. The vega is merely an attempt to quantify how much the 
+option price will increase or decrease as the volatility moves, all other factors being 
+equal. 
+Before considering an example, a review of the term volatility is in order. 
+Volatility is a measure of how quickly the underlying security moves around. 
+Statistically, it is usually calculated as the standard deviation of stock prices over some 
+period of time, generally annualized. This statistical measure is expressed as a per­
+cent, although relating that percent to actual stock movements can be complicated. 
+Suffice it to say that a stock that has a 50% volatility is more volatile than a stock with 
+30% volatility. The stock market generally has a volatility of about 15% overall, 
+although that may change from time to time (crashes, for example).