Add training workflow, datasets, and runbook

training_data/curated/text/84d9270db566550434ea542c917de58f122c8eb2d27542d29db48add5d026367.txt

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+N t l t. Delta of long option eu ra ra 10 = -----=---=--­Delta of short option 
+Equivalent Futures Position (Ch. 34) 
+EFP = Delta x Number of options 
+Equivalent Stock Position (Ch. 28) 
+ESP = Unit of trading x Delta x number of options 
+Appendix C 
+where unit of trading is the number of shares of the underlying stock that 
+can be bought or sold with the option (normally 100). 
+Futures Contract Fair Value (Ch. 29) 
+-Stock index futures 
+Index value x (1 + rt) + Present worth (dividends) 
+Also see Present worth. 
+Future Stock Price (Ch. 28) 
+where 
+-lognormal distribution, assuming a movement of a fixed number of stan­
+dard deviations 
+q = future stock price 
+Vt = volatility for the time period 
+a = number of standard deviations of movement 
+(normally-3.0::; a::; 3.0) 
+Gamma (Ch. 40) 
+X 
+s 
+C 
+p 
+r 
+let z = In [ x ] /v --ft + v --ft 
+S X (1 + r)t 2 
+Then (-x212) 
+r- __ e-===--
+- xv ✓ 2nt 
+current stock price B 
+striking price 
+call price 
+put price 
+interest rate 
+time (in years) 
+u 
+D 
+p 
+R 
+break-even point 
+upside break-even point 
+downside break-even point 
+maximum profit potential 
+maximum risk potential 
+Subscripts indicate multiple items. For example s1, s2, s3 would designate three striking prices in a formula. 
+The formulae are arranged alphabetically by title or by strategy.