Add training workflow, datasets, and runbook

training_data/curated/text/9d6460fb88bf90188f2c6b156dea6d064a5e61982e1267a660ce005d1305f148.txt

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+Strategy Sullllllary 
+Except for arbitrage strategies and tax strategies, the strategies we have described 
+deal with risk of market movement. It is therefore often convenient to summarize 
+option strategies by their risk and reward characteristics and by their market out­
+look-bullish, bearish, or neutral. Table A-1 lists all the risk strategies that were dis­
+cussed and gives a general classification of their risks and rewards. If a strategist has 
+a definite attitude about the market's outlook or about his own willingness to accept 
+risks, he can scan Table A-1 and select the strategies that most closely resemble his 
+thinking. The number in parentheses after the strategy name indicates the chapter in 
+which the strategy was discussed. 
+Table A-1 gives a broad classification of the various risk and reward potentials 
+of the strategies. For example, a bullish call calendar spread does not actually have 
+unlimited profit potential unless its near-tenn call expires worthless. In fact, all cal­
+endar spread or diagonal spread positions have limited profit potential at best until 
+the near-term options expire. 
+Also, the definition of limited risk can vary widely. Some strategies do have a 
+risk that is truly limited to a relatively small percentage of the initial investment-the 
+protected stock purchase, for example. In other cases, the risk is limited but is also 
+equal to the entire initial investment. That is, one could lose 100% of his investment 
+in a short time period. Option purchases and bull, bear, or calendar spreads are 
+examples. 
+Thus, although Table A-1 gives a broad perspective on the outlook for various 
+strategies, one must be aware of the differences in reward, risk, and market outlook 
+when actually implementing one of the strategies. 
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