Add training workflow, datasets, and runbook

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+Chapter 28: Mathematical Applications 487 
+Finally, the computer can compute the expected return of a position already in 
+place. This would give a more dynamic picture of the position, and this expected 
+return is usually for a relatively short time period. That time period might be 30 days, 
+or the time remaining until expiration, whichever is less. The expected return is cal­
+culated in much the same manner as the expected return computation described ear­
+lier in this chapter. First, one uses the stock's volatility to construct a range of prices 
+over which to examine the position. Second, one uses the Black-Scholes model to 
+calculate the values of the various options in the position at that future time and at 
+the various stock prices. Some of the results should be displayed in table form by the 
+computer program. The expected profit is computed, as described earlier, by sum­
+ming the multiples of the probabilities of the stock being at each price by the result 
+of the position at that price. The expected return is then computed by dividing the 
+expected profit by the expected investment. Since margin computations can require 
+involved computer programs, it is sufficient to omit this last step and merely observe 
+the expected profit. The following example shows how a sample position might look 
+as the computer displays the position itself, the ESP, the profit at expiration, and the 
+expected profit in 30 days. A complex position is assumed, in order that the value of 
+these analyses can be demonstrated. 
+Example: The following position exists when XYZ is at 31 ¾. It is essentially a back­
+spread combined with a reverse ratio write. It resembles a long straddle in that there 
+is increased profit potential in either direction if the stock moves far enough by expi­
+ration. Initially, the computer should display the position and the ESP. 
+Position Delta ESP 
+Short 4,500 XYZ 1.00 Short 4,500 shares 
+Short 100 XYZ April 25 calls 0.89 Short 8, 900 shares 
+Long 50 XYZ April 30 calls 0.76 Long 3,800 shares 
+Long 139 XYZ July 30 calls 0.74 Long 10,286 shares 
+Total ESP Long 686 shares 
+Total money in position: $163,500 credit 
+The advantage of using the ESP is that this fairly complex position is reduced to a sin­
+gle number. The entire position is equivalent to being long 686 shares of the com­
+mon stock. Essentially, this is close to delta-neutral for such a large position. The next 
+item that the computer should display is the total credit or debit in the position to 
+date. With this information, an expiration picture can be drawn if it is applicable. In 
+this position, since there is a mixture of April and July options, a strict expiration pie-