Add training workflow, datasets, and runbook

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+xviii Preface 
+are made for using the computer as a tool in follow-up action, including an example 
+printout of an advanced follow-up analysis. 
+THIRD EDITION 
+There were originally six new chapters in the third edition. There were new chapters 
+on LEAPS, CAPS, and PERCS, since they were new option or option-related prod­
+ucts at that time. 
+LEAPS are merely long-term options. However, as such, they require a little 
+different viewpoint than regular short-term options. For example, short-term inter­
+est rates have a much more profound influence on a longer-term option than on a 
+short-term one. Strategies are presented for using LEAPS as a substitute for stock 
+ownership, as well as for using LEAPS in standard strategies. 
+PERCS are actually a type of preferred stock, with a redemption feature built 
+in. They also pay significantly larger dividends than the ordinary common stock. The 
+redemption feature makes a PERCS exactly like a covered call option write. As such, 
+several strategies apply to PERCS that would also apply to covered writers. 
+Moreover, suggestions are given for hedging PERCS. Subsequently, the PERCS 
+chapter was enveloped into a larger chapter in the fourth edition. 
+The chapters on futures and other non-equity options that were written for the 
+second edition were deleted and replaced by two entirely new chapters on futures 
+options. Strategists should familiarize themselves with futures options, for many prof­
+it opportunities exist in this area. Thus, even though futures trading may be unfamil­
+iar to many customers and brokers who are equity traders, it behooves the serious 
+strategist to acquire a knowledge of futures options. A chapter on futures concentrates 
+on definitions, pricing, and strategies that are unique to futures options; another chap­
+ter centers on the use of futures options in spreading strategies. These spreading 
+strategies are different from the ones described in the first part of the book, although 
+the calendar spread looks similar, but is really not. Futures traders and strategists 
+spend a great deal of time looking at futures spreads, and the option strategies pre­
+sented in this chapter are designed to help make that type of trading more profitable. 
+A new chapter dealing with advanced mathematical concepts was added near 
+the end of the book. As option trading matured and the computer became more of 
+an integral way of life in monitoring and evaluating positions, more advanced tech­
+niques were used to monitor risk. This chapter describes the six major measures of 
+risk of an option position or portfolio. The application of these measures to initialize 
+positions that are doubly or triply neutral is discussed. Moreover, the use of the com­
+puter to predict the results and "shape" of a position at points in the future is 
+described.