Add training workflow, datasets, and runbook

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+Chapter 28: Mathematical Applications 475 
+A final ranking of all potential call buys can be obtained by performing steps 3 
+through 6 on all stocks, and ranking the purchases by their percentage reward. 
+RISK 
+7. Calculate the stock price that the stock could fall to, when the assumptions in 
+steps 1 and 2 are applied. 
+8. With a model, price the option after the stock's decline. 
+9. Calculate the percentage loss after commissions. 
+10. Compute a reward/risk ratio: Divide the percentage profit from step 5 by the 
+percentage risk from step 9. 
+11. Repeat steps 8 through 10 for each option on the stock. 
+A final ranking of less aggressive option purchases can be constructed by performing 
+steps 7 through 11 on all stocks, and ranking the purchases by their reward/risk ratio. 
+The higher profitability list of option purchases will tend to be at- or slightly 
+out-of-the-money calls. The less aggressive list, ranked by reward/risk potential, will 
+tend to be in-the-money options. 
+Example: Steps 1 and 2: Suppose an investor wants to look at option purchases for a 
+90-day holding period, under the assumption that each stock could move up by one 
+standard deviation in that time. (There is only about a 16% chance that a stock will 
+move more than one standard deviation in one direction in a given time period. 
+Therefore, in actual practice, one might want to use a smaller stock movement in his 
+ranking calculations.) Furthermore, assume that the following data are known: 
+XYZ common, 41; 
+XYZ volatility, 30% annually; 
+XYZ January 40 call, 4; and 
+time to January expiration, 6 months 
+Step 3: Calculate upward stock potential. This is accomplished by the following 
+formula: 
+where 
+p = current stock price 
+q = potential stock price