Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 853 
+if the stock moves far enough by expiration. Many market-makers and professional 
+traders attempt to structure these types of positions, if possible, in order to take 
+advantage of the sudden volatility that is inherent in today's markets. 
+Position 
+Position Delta Delta 
+Short 4,500 XYZ 1.00 - 4,500 
+Short 1 00 XYZ April 25 calls 0.89 - 8,900 
+Long 50 XYZ April 30 calls 0.76 + 3,800 
+Long 139 XYZ July 30 calls 0.74 + 10,286 
+Total ESP: + 686 
+This position, though complicated to the naked eye, reduces to being long only 
+approximately 700 shares of XYZ. This is commonly referred to as being "delta long 
+700 shares." Thus, the terms "delta," when referring to the sum of the deltas of a 
+whole position, and "equivalent stock position" are synonymous. 
+This position has some exposure to the market since it is delta long. If the posi­
+tion delta were zero, it would be referred to as being delta neutral and would, theo­
+retically, have no exposure to the market at that time. 
+Note that one can derive some general characteristics of his delta by just exam­
+ining his portfolio by eye: Short calls or long puts will introduce negative delta into 
+the position; long calls or short puts will introduce positive delta. Furthermore, it is 
+obvious that being long the underlying security adds to the long delta of the position, 
+while being short the underlying security places more negative delta in the position. 
+The use of this information to adjust the delta of one's position will be discussed in a 
+later section of this chapter. 
+Obviously, the delta of this entire position will change as the stock price moves 
+up or down as time passes. The figure given is merely an instantaneous look at how 
+the position is structured. It is the need to know how the position will change when 
+other factors change that has led strategists to employ the following concepts. 
+GAMMA 
+Simply stated, the gamma is how fast the delta changes with respect to changes in the 
+underlying stock price. It is known that the delta of a call increases as the call moves 
+from out-of-the-money to in-the-money. The gamma is merely a precise measure­
+ment of how fast the delta is increasing.