Add training workflow, datasets, and runbook

2025-12-23 21:17:22 -08:00
commit 619e87aacc
2140 changed files with 2513895 additions and 0 deletions
--- a/training_data/curated/text/9f9c1f5d30654b5079c29d5ba866cc78304c937a1eff3bc125697b083f355f4a.txt
+++ b/training_data/curated/text/9f9c1f5d30654b5079c29d5ba866cc78304c937a1eff3bc125697b083f355f4a.txt
@@ -0,0 +1,108 @@
+Index 
+Historical volatility, 461, 728-731 
+lognormal, computation of, 461-466 
+Holder, 6 
+HOLDRS, 639 
+"Hooks," 449-450 
+Horizontal spread, 169 
+IBM (International Business Machines), 567 
+Implied volatility, 132, 248, 685, 727, 734-743 (see also 
+Volatility trading) 
+difference of, measuring, 905-907 
+effect of on specific option strategies, 7 49-782 (see 
+also Volatility, effects of) 
+and delta, 753-754 
+in trading techniques, 812-845 (see also Volatility 
+trading) 
+In-the-money: 
+calendar spread, 228 
+covered writes, 43-45, 93 
+definition, 7, 8 
+for put options, 246-247 
+Incremental return concept of covered writing, 91-93 
+(see also Covered call writing) 
+rolling for credit, 92 
+Index arbitrage, 547-556 (see also Stock index hedging 
+strategies) 
+Index calls, hedging with, 545-547 
+Index option products and futures, introduction to, 
+493-530 
+cash-based options, 500-506 
+assignment, 501 
+commissions, 503 
+European versus American exercise, 501-504 
+exercise, 501-504 
+indices underlying, 500-501 
+naked margin, 504-505 
+definition, 493 
+and equity options, difference between, 493 
+futures, 506-512 
+cash-based only, 506 
+"circuit breakers," 511 
+commodities contract, definition, 506 
+contract, terms of, 507-508 
+hedgers, 506-507 
+limits, 511 
+"locals," 509 
+maintenance margin, 509 
+margin, limits, and quotes, 509-510 
+"open outcry" method, 508-509 
+quotes, 511-512 
+speculators, 506-507 
+S&P 500 Index, 507-509 
+S&P and NYSE expiration, 510-511 
+989 
+and stock trading, differences between, 508, 512 
+traders, types of, 506-507 
+LEAPS (Long-term Equity AnticiPation Securities) 
+index options, 367-410, 505-506 
+options on index futures, 512-516 
+caution,516 
+customer margin method, 515 
+expiration dates, 513 
+option margin, 514-515 
+premiums, 514 
+quotes, 515-516 
+SPAN (Standard Portfolio Analysis of Risk), 
+514-515 
+terms, other, 515 
+put-call ratio, 520-530 
+figures, 524-530 
+interpreting, 522-523 
+standard options strategies using index options, 
+516-520 
+conclusion, 519-520 
+early assignment of cash-based options, handling, 
+518-519 
+option buying, 516-517 
+selling index options, 517-518 
+volatility skewing, 517 
+stock indices, 493-500 
+broad-based, 500, 504-505 
+capitalization-weighted indices, 494-497 (see also 
+Capitalization-weighted indices) 
+narrow-based, 500, 505 
+price-weighted indices, 500 (see also Price
+weighted indices) 
+sector, 500 
+summary, 523 
+Index options and futures, 138, 491-721 (see also under 
+particular heading) 
+futures and futures options, 652-695 
+futures option strategies for futures spreads, 696-721 
+hedging portfolios with, 541-543 
+index spreading, 579-588 
+introduction, 493-530 
+mathematical considerations for index products, 
+641-651 
+products and futures, introduction to, 493-530 
+stock index hedging strategies, 531-578 
+structured products, 589-640 
+Index puts, hedging with, 543-545 
+Index spreading, 579-588 
+approaches,two,580-581 
+characteristics, 682-583 
+inter-index spreading, 579-587 
+philosophy, 579 
+S&P 100,583 
+S&P 500, 583, 584