Add training workflow, datasets, and runbook

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+S34 Part V: Index Options and Futures 
+points would be the fair premium if the index were at 320 and all the other variables 
+remained the same. Conversely, as the index falls, the fair value of the premium 
+shrinks. 
+The premium rises and falls in direct correlation with the carrying rate as well 
+as with time remaining until expiration. Note that this statement is true for stock 
+options also, and for the same reason: The savings in carrying costs are greater when 
+rates are higher, or when one must hold for a longer time, or both. In the above 
+example, if one were to assume there were 6 months to expiration instead of 3, the 
+fair value of the premium would increase to 4 points from 2 points. Similarly, if the 
+time were decreased, the fair value would be smaller. 
+Some investors, primarily institutional investors, use the short-term T-bill rate 
+rather than the carrying rate in order to determine the futures fair value. The reason 
+they do that is to determine whether the money they have in cash is better off in T­
+bills or in an arbitrage strategy such as this. More will be said about this use of the T­
+hill rate later. 
+Dividends Have an Inverse Correlation to the Premium Value. 
+An increase in the overall yield of the index will shrink the fair value of the futures 
+contract. This is because the futures holder does not get the dividends and therefore 
+the future is not as valuable because of the loss of dividends. Conversely, if dividend 
+yields fall, then the fair value of the premium increases. This is not the whole story 
+on dividends, however. 
+Recall that a few paragraphs ago, it was pointed out that the yield and the 
+amount of dividends are not exactly the same thing. This is because stocks don't pay 
+their dividends in a uniform manner. Rather than paying a continuous yield as bonds 
+do, stocks normally pay their dividends in four lump sums a year. This means that the 
+yield variable in the simple formula shown above should be replaced by the actual 
+amount of dividends remaining until expiration. This fact makes the computation of 
+the fair value of the index a little more difficult. In order to do it accurately, one must 
+know the dividend amounts and ex-dividend dates of each of the stocks in the index. 
+Knowing all of this information is a far more formidable task than knowing the yield 
+of the index, since the yield is published weekly in several places. In fact, the servic­
+es of a computer are required in order to compute the actual dividend on the larger 
+indices, where 100 or more stocks are involved. 
+As a result, the actual formula changes slightly from the simple formula shown 
+above: 
+Actual Formula: 
+Futures fair value = Index x ( 1 + Time x Rate) - Dividends