Add training workflow, datasets, and runbook

training_data/curated/text/6172fae2acfe6fc6b6ce87822b1da3a376b40df345e5dc8f244503e039557f41.txt

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+Over time, a decline of only 10 percent in the stock yields high
+percentage returns. This is due to the leveraged directional nature of this
+trade—delta.
+While the other greeks are not of primary concern, they must be
+monitored. At the onset, the 0.80 premium is all time value and, therefore
+subject to the influences of time decay and volatility. This is where trading
+greeks comes into play.
+Conventional trading wisdom says, “Cut your losses early, and let your
+profits run.” When trading a stock, that advice is intellectually easy to
+understand, although psychologically difficult to follow. Buyers of options,
+especially ATM options, must follow this advice from the standpoint of
+theta. Options are decaying assets. The time premium will be zero at
+expiration. ATMs decay at an increasing nonlinear rate. Exiting a long
+position before getting too close to expiration can cut losses caused by an
+increasing theta. When to cut those losses, however, will differ from trade
+to trade, situation to situation, and person to person.
+When buying options, accepting some loss of premium due to time decay
+should be part of the trader’s plan. It comes with the territory. In this
+example, Mick is willing to accept about three weeks of erosion. Mick
+needs to think about what his put will be worth, not just if the underlying
+rises or falls but also if it doesn’t move at all. At the time the position is