Add training workflow, datasets, and runbook

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+520 Part V: Index Options and Futures 
+are not available with stock options. For example, if one were to try to use options to 
+construct a strategy based on his expectation of interest rate movements, he could 
+use T-Bond futures and options, which is the easiest way. However, if he were to try 
+to remain with stock options, he would probably be forced to do something with util­
+ity stocks or illiquid interest rate options - a clearly inferior alternative. 
+Trading in index options can be very profitable, but only if one understands the 
+risks involved - especially the risk of early assignment in cash-based options. The 
+advantages to being able to "trade the market" as opposed to trading one stock at a 
+time are obvious: If one is right on the market, his index option strategies will be 
+profitable. This is superior to stock-oriented buying whereby one might be right on 
+the market, but not make any money because calls were bought on stocks that didn't 
+follow the market. 
+The strategist should consider all of his alternatives when trading in these mar­
+kets. If he is bullish, should he really be buying OEX calls? Maybe futures calls on 
+the S&P 500 are better. Perhaps the OEX is expensive with respect to the NYSE and 
+the NYA calls would be a better buy. In fact, perhaps all the calls are so expensive 
+that stock options are the best buy. The ideas presented in this chapter lay the 
+groundwork for the strategist to explore these questions and make the best decision 
+for his investment strategy. 
+Finally, keep in mind that the index futures and options comprise a very diverse 
+set of securities. They can be put to work for the investor, the trader, and the strate­
+gist in a multitude of ways. The only practical limit is in the mind of the user of these 
+derivative securities. 
+PUT-CALL RATIO 
+Generally, we have not been concerned with technical trading systems in this book. 
+Not that they aren't important, they are just in another category of investments other 
+than option strategies. However, the put-call ratio system is so closely related to 
+options that its inclusion is worthwhile. 
+The put-call ratio is simply the number of puts traded divided by the number 
+of calls traded. It can be computed daily, weekly, or over any other time period. It 
+can be computed for stock options, index options, or futures options. Sometimes it 
+is computed using open interest instead of volume. Another way to compute the put 
+call ratio is to divide the dollars spent on puts (sum of each put price times its trad­
+ing volume) divided by the dollars spent on calls (sum of each call price times its 
+trading volume). If it is calculated daily, one usually averages several days' worth of 
+figures to smooth out the fluctuations.