Add training workflow, datasets, and runbook

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+, CHAPTER 40 
+Advanced Concepts 
+As the option markets have matured, strategists have been forced to rely more on 
+mathematics in order to select new positions as well as to discern how their positions 
+will behave in fluctuating markets. These techniques can be used on simple strategies, 
+such as bull spreads or ratio spreads, or on far more complex portfolios of options. 
+First, the concept of implied volatility will be examined in more detail, prima­
+rily as an aid in choosing new positions that have a positive expected return. Then, 
+the concept of risk management will be explored. In effect, one can reduce his option 
+position into several components of risk measurement that can be readily under­
+stood. This chapter describes the techniques used to evaluate one's position, and 
+shows how to use this information to reduce the risk in the position. The actual math­
+ematical calculations required to perform these analyses are included at the end of 
+the chapter. 
+NEUTRALITY 
+In many of the examples in previous chapters, it was generally assumed that one 
+would take a "neutral" position in order to capture the pricing or volatility differen­
+tial. Why this concentration on neutrality? Neutrality, as it applies to option positions, 
+means that one is noncommittal with respect to at least one of the factors that influ­
+ence an option's price. Simply put, this means that one can design an option position 
+in which he can profit, no matter which way the underlying security moves. 
+846