Add training workflow, datasets, and runbook

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+Chapter 27: Arbitrage 455 
+expensive with respect to the other one, historically. Then, when the stocks return to 
+their historical relationship, a profit would result. In reality, some fairly complicated 
+computer programs search out the appropriate pairs. 
+The interest on the short sale offsets the cost of carry of the stock purchased. 
+Therefore, the pairs trader doesn't have any expense except the possible differential 
+in dividend payout. 
+The bane of pairs trading is a possible escalation of the stock sold short without 
+any corresponding rise in price of the stock held long. A takeover attempt might 
+cause this to happen. Of course, pairs traders will attempt to research the situation 
+to ensure that they don't often sell short stocks that are perceived to be takeover can­
+didates. 
+Pairs traders can use options to potentially reduce their risk if there are in-the­
+money options on both stocks. One would buy an in-the-money put instead of selling 
+one stock short, and would buy an in-the-money call on the other stock instead of 
+buying the stock itself. In this option combination, traders are paying very little time 
+value premium, so their profit potential is approximately the same as with the pairs 
+trading strategy using stocks. ( One would, however, have a debit, since both options 
+are purchased; so there would be a cost of carry in the option strategy.) 
+If the stocks return to their historical relationship, the option strategy will 
+reflect the same profit as the stock strategy, less any loss of time value premium. One 
+added advantage of the option strategy, however, is that if a takeover occurs, the put 
+has limited liability, and the trader's loss would be less. 
+Another advantage of the option strategy is that if both stocks should experience 
+large moves, it could make money even if the pair doesn't return to historical norms. 
+This would happen, for example, if both stocks dropped a great deal: The call has lim­
+ited loss, while the put' s profits would continue to accrue. Similarly, to the upside, a 
+large move by both stocks would make the put worthless, but the call would keep 
+making money. In both cases, the option strategy could profit even if the pair of 
+stocks didn't perform as predicted. 
+This type of strategy- buying in-the-money options as substitutes for both sides 
+of a spread or hedge strategy - is discussed in more detail in Chapter 31 on index 
+spreading and Chapter 35 on futures spreads. 
+FACILITATION (BLOCK POSITIONING) 
+Facilitation is the process whereby a trader seeks to aid in making markets for the 
+purchase or sale of large blocks of stock. This is not really an arbitrage, and its 
+description is thus deferred to Chapter 28.