Add training workflow, datasets, and runbook

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+Chapter 42: The Best Strategy? 933 
+is generally called volatility trading. If the net change in the market is small over a 
+period of time, these strategies should perform well: ratio writing, ratio spreading 
+(especially "delta neutral spreads"), straddle and strangle writing, neutral calendar 
+spreading, and butterfly spreads. On the other hand, if options are cheap and the 
+market is expected to be volatile, then these would be best: straddle and strangle 
+buys, backspreads, and reverse hedges and spreads. 
+Certain other strategies overlap into more than one of the three broad 
+categories. For example, the bullish or bearish calendar spread is initially a neutral 
+position. It only assumes a bullish or bearish bias after the near-term option expires. 
+In fact, any of the diagonal or calendar strategies whose ultimate aim is to generate 
+profits on the sale of shorter-term options are similar in nature. If these near-term 
+profits are generated, they can offset, partially or completely, the cost oflong options. 
+Thus, one might potentially own options at a reduced cost and could profit from a 
+definitive move in his favor at the right time. It was shown in Chapters 14, 23, and 
+24 that diagonalizing a spread can often be very attractive. 
+This brief grouping into three broad categories, does not cover all the strategies 
+that have been discussed. For example, some strategies are generally to be avoided 
+by most investors: high-risk naked option writing (selling options for fractional prices) 
+and covered or ratio put writing. In essence, the investor will normally do best with 
+a position that has limited risk and the potential of large profits. Even if the profit 
+potential is a low-probability event, one or two successful cases may be able to over­
+come a series of limited losses. Complex strategies that fit this description are the 
+diagonal put and call combinations described in Chapters 23 and 24. The simplest 
+strategy fitting this description is the T-bill/option purchase program described in 
+Chapter 26. 
+Finally, many strategies may be implemented in more than one way. The 
+method of implementation may not alter the profit potential, but the percentage risk 
+levels can be substantially different. Equivalent strategies fit into this category. 
+Example: Buying stock and then protecting the stock purchase with a put purchase 
+is an equivalent strategy in profit potential to buying a call. That is, both have limit­
+ed dollar risk and large potential dollar profit if the stock rallies. However, they are 
+substantially different in their structure. The purchase of stock and a put requires 
+substantially more initial investment dollars than does the purchase of a call, but the 
+limited dollar risk of the strategy would normally be a relatively small percentage of 
+the initial investment. The call purchase, on the other hand, involves a much small­
+er capital outlay; in addition, while it also has limited dollar risk, the l~ss may easily 
+represent the entire initial investment. The stockholder will receive cash dividends 
+while the call holder will not. Moreover, the stock will not expire as the call will. This