Add training workflow, datasets, and runbook

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+Notes
+Introduction
+1. Options, Futures, and Other Derivatives  by John C. Hull (New Y ork: 
+Prentice Hall, Eighth Edition, February 12, 2011), is considered the 
+Bible of the academic study of options.
+2. Option Volatility and Pricing by Sheldon Natenberg (New Y ork: 
+McGraw-Hill, Updated and Expanded Edition, August 1, 1994), is 
+considered the Bible of professional option traders.
+3. The Greeks are measures of option sensitivity used by traders to man-
+age risk in portfolios of options. They are named after the Greek 
+symbols used in the Black-Scholes-Merton option pricing model.
+4. “To invest successfully over a lifetime does not require a stratospheric 
+IQ, unusual business insights, or inside information. What’s needed 
+is a sound intellectual framework for making decisions and the abil-
+ity to keep emotions from corroding that framework. ” Preface to The 
+Intelligent Investor by Benjamin Graham (New Y ork: Collins Business, 
+Revised Edition, February 21, 2006). 
+Chapter 1
+1. In other words, if all option contracts were specific and customized, 
+every time you wanted to trade an option contract as an individual in-
+vestor, you would have to first find a counterparty to take the other side 
+of the trade and then do due diligence on the counterparty to make 
+sure that he or she would be able to fulfill his or her side of the bargain. 
+It is hard to imagine small individual investors being very interested in 
+the logistical headaches that this process would entail!