Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 847 
+Most option strategies fall into one of two categories: as a hedge to a stock or 
+futures strategy (for example, buying puts to protect a portfolio of stocks), or as a 
+profit venture unto itself. The latter category is where most traders find themselves, 
+and they often approach it in a fairly speculative manner - either by buying options 
+or by being a premium seller (covered or uncovered). In such strategies, the trader 
+is taking a view of the market; he needs certain price action from the underlying 
+security in order to profit. Even covered call writing, which is considered to be a con­
+servative strategy, is subject to large losses if the underlying stock drops drastically. 
+It doesn't have to be that way. Strategies can be devised that will have a chance 
+to profit regardless of price changes in the underlying stock, as well as because of 
+them. Such strategies are neutral strategies and they always require at least two 
+options in the position - a spread, straddle, or some other combination. Often, when 
+one constructs a neutral strategy, he is neutral with respect to price changes in the 
+underlying security. It is also possible, and often wise, to be neutral with respect to 
+the rate of price change of the underlying security, with respect to the volatility of 
+the security, or with respect to time decay. This is not to imply that any option spread 
+that is neutral will automatically be a money-maker; rather, one looks for an 
+opportunity - perhaps an overpriced series of options - and attempts to capture that 
+overpricing by constructing a neutral strategy around it. Then, regardless of the 
+movement of the underlying stock, the strategist has a chance of making money if the 
+overpricing disappears. 
+Note that the neutral approach is distinctly different from the speculator's, who, 
+upon determining that he has discovered an underpriced call, would merely buy the 
+call, hoping for the stock to increase in price. He would not make money if XYZ fell 
+in price unless there was a huge expansion in implied volatility - not something to 
+count on. The next section of this chapter deals with how one determines his neu­
+trality. In effect, if he is not neutral, then he has risk of some sort. The following sec­
+tions outline various measures of risk that the strategist can use to establish a new 
+position or manage an existing one. 
+The most important of these risk measurements is how much market exposure 
+the position currently has. This has previously been described as the "delta." Of near­
+ly equal importance to the strategist is how much the option strategy will change with 
+respect to the rate of change in the price of the underlying security. Also of interest 
+are how changes in volatility, in time remaining until expiration, or even in the risk­
+free interest rate will affect the position. Once the components of the option position 
+are defined, the strategist can then take action to reduce the risk associated with any 
+of the factors, should he so desire.