Add training workflow, datasets, and runbook

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+Chapter 6: Ratio Call Writing 167 
+the protective points even closer together. Thus, as the position continues to improve 
+over time, the writer should be constantly "telescoping" his action points and finally 
+roll out to the next expiration series. This is generally the more prudent move, 
+because the commissions to sell stock to close the position and then buy another 
+stock to establish yet another position may prove to be prohibitive. In summary, then, 
+as a ratio write nears expiration, the writer should be concerned with an ever-nar­
+rowing range within which his profits can grow but outside of which his profits could 
+dissipate if he does not take action. 
+COMMENTS ON DELTA-NEUTRAL TRADING 
+Since the concept of delta-neutral positions was introduced in this chapter, this is 
+an appropriate time to discuss them in a general way. Essentially, a delta-neutral 
+position is a hedged position in which at least two securities are used - two or more 
+different options, or at least one option plus the underlying. The deltas of the two 
+securities offset each other so that the position starts out with an "equivalent stock 
+position" (ESP) of 0. Another term for ESP is "position delta." Thus, in theory, 
+there is no price risk to begin with; the position is neutral with respect to price 
+movement of the underlying. That definition lasts for about a nanosecond. 
+As soon as time passes, or the stock moves, or implied volatility changes, the 
+deltas change and therefore the position is no longer delta-neutral. Many people 
+seem to have the feeling that a delta-neutral position is somehow one in which it is 
+easy to make money without predicting the price direction of the underlying. That is 
+not true. 
+Delta-neutral trading is not "easy": Either (1) one assumes some price risk as 
+soon as the stock begins to move, or (2) one keeps constantly adjusting his deltas to 
+keep them neutral. Method 2 is not feasible for public traders because of commis­
+sions. It is even difficult for market-makers, who pay no commissions. Most public 
+practitioners of delta-neutral trading establish a neutral position, but then refrain 
+from adjusting it too often. 
+A common mistake that novice traders make with delta-neutral trading is to 
+short options in a neutral manner, figuring that they have little exposure to price 
+change because the position is delta-neutral. However, a sizeable move by the under­
+lying (which often happens in a short period of time) ruins the neutrality of the posi­
+tion and inevitably costs the trader a lot of money. A simple example: If one sells a 
+naked straddle (i.e., he sells a naked put and a naked call with both having the same 
+striking price) with the stock initially just below the strike price, that's a delta-ne~tral