Add training workflow, datasets, and runbook

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+TABLE B-1. 
+Equivalent strategies. 
+This Strategy is equivalent to 
+Call purchase 
+Put purchase 
+Long stock 
+Short stock 
+Naked call write 
+Naked put write 
+Bullish call spread 
+(long call at lower strike/ 
+short call at higher strike) 
+Bearish call spread 
+(long call at higher strike/ 
+short call at lower strike) 
+Ratio call write 
+(long stock/short calls) 
+... and is also equivalent to ... 
+Straddle buy (long call/long put) 
+Appendix B 
+This Strategy 
+Long stock/long put 
+Short stock/long call (synthetic put) 
+Long call/ short put (synthetic stock) 
+Long put/ short call (synthetic short sale) 
+Short stock/short put 
+Covered call write (long stock/ short call) 
+Bullish put spread 
+(long put at lower strike/ 
+short put at higher strike) 
+Bearish put spread 
+(long put at higher strike/ 
+short put at lower strike) 
+Straddle write (short put/short call) 
+Ratio put write (short stock/ short puts) 
+Reverse hedge (short stock/long calls) 
+or buy stock/buy puts 
+Butterfly call spread Butterfly put spread 
+(long 1 call at each outside strike/ (long one put at each outer strike/ 
+short 2 calls at middle strike) short two calls at middle strike) 
+All four of these "butterfly" strategies are equivalent 
+Butterfly combination Protected straddle write 
+(bullish call spread at two (short straddle at middle strike/ 
+lower strikes/bearish put spread 
+at two higher strikes) 
+long call at highest strike/ 
+long put at lowest strike