Add training workflow, datasets, and runbook

training_data/curated/text/7291536c0aabb422ecb06dddce0b4e43be5b3deee479381ee1b34e84dd27825a.txt

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+Combined, the long call and the synthetic long put (long call plus short
+stock) creates a synthetic straddle. A long synthetic straddle could have
+similarly been constructed with a long put and a long synthetic call (long
+put plus long stock). Furthermore, a short synthetic straddle could be
+created by selling an option with its synthetic pair.
+Notice the similarities between the greeks of the two positions. The
+synthetic straddle functions about the same as a conventional straddle.
+Because the delta and gamma are nearly the same, the up-and-down risk is
+nearly the same. Time and volatility likewise affect the two trades about the
+same. The only real difference is that the synthetic straddle might require a
+bit more cash up front, because it requires buying or shorting the stock. In
+practice, straddles will typically be traded in accounts with retail portfolio
+margining or professional margin requirements (which can be similar to
+retail portfolio margining). So the cost of the long stock or margin for short
+stock is comparatively small.