Add training workflow, datasets, and runbook

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+Chapter 30: Stock Index Hedging Strategies 537 
+Example: Suppose that OEX is trading at 364.50 and a September OEX future - if 
+one existed would have a fair value of 367.10. That is, the future would command 
+a premium of 2.60. Not only should a future trade with that theoretical premium, but 
+so should the "synthetic OEX" composed of puts and calls at the same strike. Hence, 
+the synthetic OEX constructed with options should trade at about 367.10 also. 
+That is, if the OEX Sep 365 call were selling for 4.60 and the Sep 365 put were 
+selling for 2.50, then the synthetic OEX constructed by the use of these two options 
+would be priced at 367.10. Recall that one determines the synthetic cost by adding 
+the strike, 365, to the call price, 4.60, and then subtracting the put price: 365 + 4.60 
+2.50 = 367.0. This synthetic price of 367.10 is literally the same as the theoretical 
+futures price of 367.10. 
+The same calculations can be applied to any index with listed options trading. 
+Let us now return to the broader subject at hand - trading market baskets of stocks 
+against futures. 
+PROGRAM TRADING 
+Two terms that conjure up images of the stock market crash in 1987 and other severe 
+price drops are "program trading" and "index arbitrage." Neither one by itself should 
+affect the stock market, since they are two-sided strategies - involving buying stocks 
+and selling futures. This two-sided aspect should have little effect on the market, the­
+oretically. However, in practice, it is often the case that trades are not executed simul­
+taneously, and the stock market takes a jump or a dive. 
+Program trading is nothing more than trading futures against a general stock 
+portfolio. Index arbitrage is trading futures against the exact stocks that comprise an 
+index. 
+Later discussions will assume that one is trying to create or simulate the index 
+itself in order to hedge it with futures. This is the arbitrage approach. However, there 
+are many other types of stock positions that may be hedged with the futures. These 
+might include a portfolio of one's own construction containing various stocks, or 
+might include a group of stocks from which one wants to remove "market risk." 
+Normally, one would not own the makeup of any index, but rather would have a 
+unique combination of stocks in his portfolio. Such an investor may want to use 
+futures to hedge what he does own. 
+One reason why an investor who owned stocks would want to sell index prod­
+ucts against them might be that he has turned bearish and would prefer to sell futures 
+rather than incur the costs involved with selling out his stock portfolio (and repur­
+chasing it later). Commission charges are quite small on futures transactions as com-