Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 907 
+Recall that a computer can perform a large number of Black-Scholes calcula­
+tions in a short period of time. Thus, the computer can calculate each option's 
+implied volatility and then perform the "percent deviation" calculation even faster. 
+The strategist who is interested in establishing this type of neutral spread would only 
+have to scan down the list of percent deviations to find candidates for spreading. On 
+a given day, the list is usually quite short - perhaps 20 stocks and 10 futures contracts 
+will qualify. 
+SUMMARY 
+In today's highly competitive and volatile option markets, neutral traders must be 
+extremely aware of their risks. That risk is not just risk at expiration, but also the cur­
+rent risk in the market. Furthermore, they should have an idea of how the risk will 
+increase or decrease as the underlying stock or futures contract moves up and down 
+in price. Moreover, the passage of time or the volatility that the options are being 
+assigned in the marketplace - the implied volatility - are important considerations. 
+Even changes in short-term interest rates can be of interest, especially iflonger-term 
+options (LEAPS) are involved. 
+Once the strategist understands these concepts, he can use them to select new 
+positions, to adjust existing ones, and to formulate specific strategies to take advan­
+tage of them. He can select a specific criteria that he wants to exploit - selling high 
+volatility, for example and use the other measures to construct a position that has 
+little risk with respect to any of the other variables. Furthermore, the market-maker 
+or specialist, who does not want to acquire any market risk if he can help it, will use 
+these techniques to attempt to neutralize all of the current risk, if possible.