Add training workflow, datasets, and runbook

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+A Complete Guide to the Futures mArket
+If an intercurrency spread is motivated by the second of these factors, the position should be 
+ balanced in terms of equal dollar values. (This may not always be possible for the small trader.) 
+Otherwise, equity losses can occur, even if the exchange rate between the two currencies remains 
+unchanged.
+For example, consider a long 4 December SF/short 4 December euro spread position imple-
+mented when the December SF = $1.000 and the December euro = $1.250. At the trade initiation, 
+the exchange rate between the SF and euro is 1 euro = 1.25 SF. If the SF rises to $1.100 and the 
+euro climbs to $1.375, the exchange rate between the SF and euro is unchanged: 1 euro = 1.25 SF. 
+However, the spread position will have lost $12,500:
+Equity change numbe ro fc ontrac ts number of unitsp er contra ct ga=× × iin/loss peru nit
+Equity change in long SF 41 25 000 01 0= 50 000=× ×,$ .$ ,
+Equity change in short euro 4 125 000 01 25 62 500=× ×− =−,$ .$ ,
+Netp rofit/loss 12 500=− $,
+The reason the spread loses money even though the SF/euro exchange rate remains unchanged 
+is that the original position was unweighted. At the initiation prices, the spread represented a long 
+SF position of $500,000 but a short euro position of $625,000. Thus, the spread position was biased 
+toward gaining if the dollar weakened against both currencies and losing if the dollar strengthened. If, 
+however, the spread were balanced in terms of equal dollar values, the equity of the position would 
+have been unchanged. For example, if the initial spread position were long 5 December SF/short 4 
+December euro (a position in which the dollar value of each side = $625,000), the aforementioned 
+price shift would not have resulted in an equity change:
+Equity change in long SF 51 25 000 01 06 25 00=× ×=,$ .$ ,
+Equity change in short euro 4 125 000 01 25 62 500=× ×− =−,( $. )$ ,
+Netprofit/loss 0=
+The general formula for determining the equal-dollar-value spread ratio (number of contracts of 
+currency 1 per contract of currency 2) is:
+Equal-dollar-spread rati o
+numbe ro f units per
+contra ct of currenc= yy2
+priceo f
+currenc y2
+numbe ro f units per
+contra ct of currenc y1
+() ()
+(() ()
+priceo f
+currenc y1
+For example, if currency 1, the British pound (BP) = $1.50, and currency 2, the euro = $1.20, 
+and the BP futures contract consists of 62,500 units, while the euro futures contract consists of 
+125,000 units, the implied spread ratio would be:
+(, )($ .)
+(, )($ .) .125 0001 20
+62 5001 50 16=