Add training workflow, datasets, and runbook

training_data/curated/text/b8046c6a75375de08b4a8fa83303e08f4d75ef5dad135eea809966663d60113c.txt

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+The theoretical values, in bold type, are those that don’t line up in the
+middle of the call and put markets. These values are wrong. The call
+theoretical values are too low, and the put theoretical values are too high.
+They are the product of an interest rate that is too low being applied to the
+model. To generate values that are indicative of market prices, Kyle must
+change the interest input to the pricing model to reflect the market’s
+expectations of future interest rate changes.
+Using new values for the interest rate yields the following new values:
+After recalculating, the theoretical values line up in the middle of the call
+and put markets. Using higher interest rates for the longer expirations raises
+the call values and lowers the put values for these months. These interest
+rates were inferred from, or backed out of, the option-market prices by use
+of the option-pricing model. In practice, it may take some trial and error to
+find the correct interest values to use.
+In times of interest rate uncertainty, rho can be an important factor in
+determining which strategy to select. When rates are generally expected to
+continue to rise or fall over time, they are normally priced in to the options,
+as shown in the previous example. When there is no consensus among
+analysts and traders, the rates that are priced in may change as economic
+data are made available. This can cause a revision of option values. In long-
+term options that have higher rhos, this is a bona fide risk. Short-term