Add training workflow, datasets, and runbook

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+CHAPTER 36 
+The Basics of 
+Volatility Trading 
+Volatility trading first attracted mathematically oriented traders who noticed that the 
+market's prediction of forthcoming volatility - for example, implied volatility - was 
+substantially out of line with what one might reasonably expect should happen. 
+Moreover, many of these traders (market-makers, arbitrageurs, and others) had 
+found great difficulties with keeping a "delta neutral" position neutral. Seeking a bet­
+ter way to trade without having a market opinion on the underlying security, they 
+turned to volatility trading. This is not to suggest that volatility trading eliminates all 
+market risk, turning it all into volatility risk, for example. But it does suggest that a 
+certain segment of the option trading population can handle the risk of volatility with 
+more deference and aplomb than they can handle price risk 
+Simply stated, it seems like a much easier task to predict volatility than to pre­
+dict prices. That is said notwithstanding the great bull market of the 1990s, in which 
+every investor who strongly participated certainly feels that he understands how to 
+predict prices. Remember not to confuse brains with a bull market. Consider the chart 
+in Figure 36-1. This seems as if it might be a good stock to trade: Buy it near the lows 
+and sell it near the highs, perhaps even selling it short near the highs and covering 
+when it later declines. It appears to have been in a trading range for a long time, so 
+that after each purchase or sale, it returns at least to the midpoint of its trading range 
+and sometimes even continues on to the other side of the range. There is no scale on 
+the chart, but that doesn't change the fact that it appears to be a tradable entity. In 
+fact, this is a chart of implied volatility of the options on a major U.S. corporation. It 
+really doesn't matter which one (it's IBM), because the implied volatility chart of near­
+ly every stock, index, or futures contract has a similar pattern - a trading range. The 
+only time that implied volatility will totally break out of its "normal" range is if some­
+thing material happens to change the fundamentals of the way the stock moves - a 
+takeover bid, for example, or perhaps a major acquisition or other dilution of the stock 
+727