Add training workflow, datasets, and runbook

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+Chapter 42: The Best Strategy? 935 
+period. ( Of course, one would hope that he uses only 15 to 20% of his assets for spec­
+ulative option buying.) 
+Many investors fit somewhere in between the conservative description and the 
+aggressive description. They might want to have the opportunity to make large prof­
+its, but certainly are not willing to risk a large percentage of their available funds in 
+a short period of time. Spreads might therefore appeal to this type of investor, espe­
+cially the low-debit bullish or bearish calendar spreads. He might also consider occa­
+sional ventures into other types of strategies-bullish or bearish spreads, straddle 
+buys or writes, and so on-but would generally not be into a wide range of these 
+types of positions. The T-bill/option strategy might work well for this investor also. 
+The wealthy aggressive investor may be attracted by strategies that offer the 
+opportunity to make money from credit positions, such as straddle or combination 
+writing. Although ratio writing is not a credit strategy, it might also appeal to this type 
+of investor because of the large amounts of time value premium that are gathered in. 
+These are generally strategies for the wealthier investor because he needs the "stay­
+ing power" to be able to ride out adverse cycles. If he can do this, he should be able 
+to operate the strategy for a sufficient period of time in order to profit from the con­
+stant selling of time value premiums. 
+In essence, the answer to the question of "which strategy is best" again revolves 
+around that familiar word, "suitability." The financial needs and investment objectives 
+of the individual investor are more important than the merits of the strategy itself. It 
+sounds nice to say that he would like to participate in strategies with limited risk and 
+potentially large profits. Unfortunately, if the actual mechanics of the strategy involve 
+risk that is not suitable for the investor, he should not use the strategy, no matter how 
+attractive it sounds. 
+Example: The T-bill/option strategy seems attractive: limited risk because only 10% 
+of one's assets are subjected to risk annually; the remaining 90% of one's assets earn 
+interest; and if the option profits materialize, they could be large. What if the worst 
+scenario unfolds? Suppose that poor option selections are continuously made and 
+there are three or four years of losses, coupled with a declining rate of interest earned 
+from the Treasury bills (not to mention the commission charges for trading the secu­
+rities). The portfolio might have lost 15 or 20% of its assets over those years. A good 
+test of suitability is for the investor to ask himself, in advance: "How will I react if the 
+worst case occurs?" If there will be sleepless nights, pointing of fingers, threats, and 
+so forth, the strategy is unsuitable. If, on the other hand, the investor believes that he 
+would be disappointed (because no one likes to lose money), but that he can with­
+stand the risk, the strategy may indeed be suitable.