Add training workflow, datasets, and runbook

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+Chapter 38: The Distribution of Stock Prices 809 
+a deeply out-of-the-money put credit spread usually destroys most or all of its prof­
+itability, so an accurate initial assessment of the probabilities of having to make such 
+an adjustment is important. 
+Option buyers, too, would benefit from the use of a more accurate probability 
+estimate. This is especially true for neutral strategies, such as straddle or strangle 
+buying, when the trader is interested in the chances of the stock being able to move 
+far enough to hit one or the other of the straddle's break-even points at some time 
+during the life of the straddle. 
+The Monte Carlo probability calculation can be expanded to include other sorts 
+of distributions. In the world of statistics, there are many distributions that define ran­
+dom patterns. The lognormal distribution is but one of them (although it is the one 
+that most closely follows stock prices movements in general). Also, there is a school of 
+thought that says that each stock's individual price distribution patterns should be ana­
+lyzed when looking at strategies on that stock, as opposed to using a general stock 
+price distribution accumulated over the entire market. There is much debate about 
+that, because an individual stock's trading pattern can change abruptly just consider 
+any of the Internet stocks in the late 1990s and early 2000s. Thus, a probability esti­
+mate based on a single stock's behavior, even if that behavior extends back several 
+years, might be too unreliable a statistic upon which to base a probability estimate. 
+In summary, then, one should use a probability calculator before taking an 
+option position, even an outright option buy. Perhaps straight stock traders should 
+use a probability calcutor as well. In doing so, though, one should be aware of the 
+limitations of the estimate: It is heavily biased by the volatility estimate that is input 
+and by the assumption of what distribution the underlying instrument will adhere to 
+during the life of the position. While neither of those limitations can be overcome 
+completely, one can mitigate the problems by using a conservative volatility estimate. 
+Also, he can look at the results of the probability calculation under several distribu­
+tions (perhaps lognormal, fat tail, and the distribution using only the past price 
+behavior of the underlying instrument in question) and see how they differ. In that 
+case, he would at least have a feeling for what could happen during the life of the 
+option position. 
+EXPECTED RETURN 
+The concept of expected return was described in the chapter on mathematical appli­
+cations. In short, expected return is a position's expected profit divided by its invest­
+ment ( or expected investment if the investment varies with stock price, as in a naked 
+option position or a futures position). The crucial component, though, is expected 
+profit.