Add training workflow, datasets, and runbook

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+Example 2
+A trader, Luke, is studying the following chart for United States Steel Corp.
+(X). See Exhibit 17.2 .
+EXHIBIT 17.2 United States Steel Corp. daily candles.
+Source : Chart courtesy of Livevol® Pro ( www.livevol.com )
+This stock is in a steady uptrend, which Luke thinks will continue.
+Earnings are out and there are no other expected volatility events on the
+horizon. Luke thinks that over the next few weeks, United States Steel can
+go from its current price of around $31 a share to about $34. Volatility is
+midpriced in this example—not cheap, not expensive.
+This scenario is different than the previous one. Luke plans to potentially
+hold this trade for a few weeks. So, for Luke, theta is an important concern.
+He cares somewhat about volatility, too. He doesn’t necessarily want to be
+long it in case it falls; he doesn’t want to be short it in case it rises. He’d
+like to spread it off; the lower the vega, the better (positive or negative).
+Luke really just wants delta play that he can hold for a few weeks without
+all the other greeks getting in the way.
+For this trade, Luke would likely want to trade a debit call spread with the
+long call somewhat ITM and the short call at the $34 strike. This way, Luke
+can start off with nearly no theta or vega. He’ll retain some delta, which
+will enable the spread to profit if United States Steel rises and as it
+approaches the 34 strike, positive theta will kick in.
+This spread is superior to a pure long call because of its optimized greeks.
+It’s superior to an OTM bull put spread in its vega position and will likely
+produce a higher profit with the strikes structured as such too, as it would
+have a bigger delta.