Add training workflow, datasets, and runbook

training_data/curated/text/6ce82e1eb6081c7e101f4eb375253eb98e8662f1ebc54b8fc3b036d9e4d2be2a.txt

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+Annualized Risk (Ch. 26) 
+Annualized risk = L INV 360 
+i 
+1
+Hi 
+where INVi = percent of total assets invested in options 
+with holding periods, Hi 
+length of holding period in days 
+Bear Spread 
+-Calls (Ch. 8) 
+-Puts (Ch. 22) 
+p = Cl - C2 
+R = s2 - s1 - P 
+B = s1 + P 
+R = P2 - Pl 
+p = S2 - S1 - R 
+B = s1 + P = s2 + Pl - P2 
+Black Model (Ch. 34): 
+X 
+s 
+C 
+p 
+r 
+Theoretical futures call price= e-rt x BSM[r = 0%] 
+where BSM[r = O) is the Black-Scholes Model 
+using r = 0% as the short-term interest rate 
+Put price = Call price - e-rt x (f - s) 
+where f = futures price 
+current stock price 
+striking price 
+call price 
+put price 
+interest rate 
+time (in years) 
+B 
+u 
+D 
+p 
+R 
+break-even point 
+upside break-even point 
+downside break-even point 
+maximum profit potential 
+maximum risk potential 
+f futures price 
+Appendix C 
+Subscripts indicate multiple items. For example s1, s2, s3 would designate three striking prices in a formula. 
+The formulae are arranged alphabetically by title or by strategy.