Add training workflow, datasets, and runbook

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+Double Calendars
+Definition : A double calendar spread is the execution of two calendar
+spreads that have the same months in common but have two different strike
+prices.
+Example
+Sell 1 XYZ February 70 call
+Buy 1 XYZ March 70 call
+Sell 1 XYZ February 75 call
+Buy 1 XYZ March 75 call
+Double calendars can be traded for many reasons. They can be vega
+plays. If there is a volatility-time skew, a double calendar is a way to take a
+position without concentrating delta or gamma/theta risk at a single strike.
+This spread can also be a gamma/theta play. In that case, there are two
+strikes, so there are two potential focal points to gravitate to (in the case of
+a long double calendar) or avoid (in the case of a short double calendar).
+Selling the two back-month strikes and buying the front-month strikes
+leads to negative theta and positive gamma. The positive gamma creates
+favorable deltas when the underlying moves. Positive or negative deltas can
+be covered by trading the underlying stock. With positive gamma, profits
+can be racked up by buying the underlying to cover short deltas and
+subsequently selling the underlying to cover long deltas.
+Buying the two back-month strikes and selling the front-month strikes
+creates negative gamma and positive theta, just as in a conventional
+calendar. But the underlying stock has two target price points to shoot for at
+expiration to achieve the maximum payout.
+Often double calendars are traded as IV plays. Many times when they are
+traded as IV plays, traders trade the lower-strike spread as a put calendar
+and the higher-strike spread a call calendar. In that case, the spread is
+sometimes referred to as a strangle swap . Strangles are discussed in
+Chapter 15.