Add training workflow, datasets, and runbook

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+Chapter 35: Futures Option Strategies for Futures Spreads 697 
+ical commodity until futures expiration. However, other factors may enter in as well, 
+including supply and demand considerations. In a normal carrying cost market, 
+futures that expire later in time are more expensive than those that are nearer-term. 
+Example: Gold is a commodity whose futures exhibit forward or normal carry. 
+Suppose it is March 1st and spot gold is trading at 351. Then, the futures contracts 
+on gold and their respective prices might be as follows: 
+Expiration Month Price 
+April 352.50 
+June 354.70 
+August 356.90 
+December 361.00 
+June 366.90 
+Notice that each successive contract is more expensive than the previous one. 
+There is a 2.20 differential between each of the first three expirations, equal to 1.10 
+per month of additional expiration time. However, the differential is not quite that 
+great for the December, which expires in 9 months, or for the June contract, which 
+expires in 15 months. The reason for this might be that longer-term interest rates are 
+slightly lower than the short-term rates, and so the cost of carry is slightly less. 
+However, prices in all futures don't line up this nicely. In some cases, different 
+months may actually represent different products, even though both are on the same 
+underlying physical commodity. For example, wheat is not always wheat. There is a 
+summer crop and a winter crop. While the two may be related in general, there could 
+be a substantial difference between the July wheat futures contract and the 
+December contract, for example, that has very little to do with what interest rates are. 
+Sometimes short-term demand can dominate the interest rate effect, and a 
+series of futures contracts can be aligned such that the short-term futures are more 
+expensive. This is known as a reverse carrying charge market, or contango. 
+INTRAMARKET FUTURES SPREADS 
+Some futures traders attempt to predict the relationships between various expiration 
+months on the same underlying physical commodity. That is, one might buy July 
+soybean futures and sell September soybean futures. When one both buys and sells 
+differing futures contracts, he has a spread. When both contracts are on the same 
+underlying physical commodity, he has an intramarket spread. 
+~