Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 
+FIGURE 40-9. 
+XYZ straddle buy. 
+Cl) 
+8000 
+7000 
+6000 
+5000 
+4000 
+~ 3000 
+~ 2000 
+! 1000 
+01------------------------
+-1000 
+-2000 
+-3000 At January Expiration 
+Stock Price 
+871 
+some of the other risk measurements are considered. Consequently, one cannot 
+blithely go around establishing delta neutral positions and ignoring them, for 
+they may have significant market risk as certain factors change. 
+For example, it is obvious to the naked eye that the two positions described in 
+the previous section - the ratio spread and the long straddle - are not alike at all, 
+but both are delta neutral. If one incorporates the usage of some of the other risk 
+measurements into his position, he will be able to quantify the differences between 
+"neutral" strategies. The sale of a straddle will be used to examine how these vari­
+ous factors work. 
+Positions with naked options in them have negative position gamma. This 
+means that as the underlying security moves, the position will acquire traits opposite 
+to that movement: If the security rises, the position becomes short; if it falls, the posi­
+tion becomes long. This description generally fits any position with naked options, 
+such as a ratio spread, a naked straddle, or a ratio write. 
+Example: XYZ is at 88. There are three months remaining until July expiration, and 
+the volatility of XYZ is 30%. Suppose 100 July 90 straddles are sold for 10 points -
+the put and the call each selling for 5. Initially, this position is nearly delta neutral, as