Add training workflow, datasets, and runbook

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+Trading Realized Volatility
+So far, we’ve discussed many option strategies in which realized volatility
+is an important component of the trade. And while the management of these
+positions has been the focus of much of the discussion, the ultimate gain or
+loss for many of these strategies has been from movement in a single
+direction. For example, with a long call, the higher the stock rallies the
+better.
+But increases or decreases in realized volatility do not necessarily have an
+exclusive relationship with direction. Recall that realized volatility is the
+annualized standard deviation of daily price movements. Take two similarly
+priced stocks that have had a net price change of zero over a one-month
+period. Stock A had small daily price changes during that period, rising
+$0.10 one day and falling $0.10 the next. Stock B went up or down by $5
+each day for a month. In this rather extreme example, Stock B was much
+more volatile than Stock A, regardless of the fact that the net price change
+for the period for both stocks was zero.
+A stock’s volatility—either high or low volatility—can be capitalized on
+by trading options delta neutral. Simply put, traders buy options delta
+neutral when they believe a stock will have more movement and sell
+options delta neutral when they believe a stock will move less.
+Delta-neutral option sellers profit from low volatility through theta. Every
+day that passes in which the loss from delta/gamma movement is less than
+the gain from theta is a winning day. Traders can adjust their deltas by
+hedging. Delta-neutral option buyers exploit volatility opportunities through
+a trading technique called gamma scalping.