Add training workflow, datasets, and runbook

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+Ratio Vertical Example
+Let’s examine a trade of 20 contracts by 40 contracts. Exhibit 16.5 shows
+the greeks for this ratio vertical.
+EXHIBIT 16.5 Short ratio vertical spread greeks.
+Before we get down to the nitty-gritty of the mechanics and management
+of this trade—the how—let’s first look at the motivations for putting the
+trade on—the why. For the cost of 1.00 per spread, this trader gets a
+leveraged position if the stock rises moderately. The profits max out with
+the stock at the short-strike target price—$75—at expiration.
+Another possible profit engine is IV. Because of negative vega, there is
+the chance of taking a quick profit if IV falls in the interim. But short-term
+losses are possible, too. IV can rise, or negative gamma can hurt the trader.
+Ultimately, having naked calls makes this trade not very bullish. A big
+move north can really hurt.
+Basically, this is a delta-neutral-type short-volatility play that wins the
+most if the stock is at $75 at expiration. One would think about making this
+trade if the mechanics fit the forecast. If this trader were a more bullish than
+indicated by the profit and loss diagram, a more-balanced bull call spread
+would be a better strategy, eliminating the unlimited upside risk. If upside
+risk were acceptable, this trader could get more aggressive by trading the
+spread one-by-three. That would result in a credit of 0.05 per spread. There
+would then be no ultimate risk below $70 but rather a 0.05 gain. With
+double the naked calls, however, there would be double punishment if the
+stock rallied strongly beyond the upside breakeven.
+Ultimately, mastering options is not about mastering specific strategies.
+It’s about having a thorough enough understanding of the instrument to be