Add training workflow, datasets, and runbook

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+trade: you’re in for a wild ride. The lines on this chart scream volatility.
+This means that negative-gamma traders had better be good and had better
+be right!
+In this situation, hedgers and speculators in the market are buying option
+volatility of 50 percent, while the stock is moving at 35 percent volatility.
+Traders putting on a delta-neutral volatility-selling strategy are taking the
+stance that this stock will not continue increasing in volatility as indicated
+by option prices; specifically, it will move at less than 50 percent volatility
+—hopefully a lot less. They are taking the stance that the market’s
+expectations are wrong.
+Instead of realized and implied volatility both trending higher, sometimes
+there is a sharp jump in one or the other. When this happens, it could be an
+indication of a specific event that has occurred (realized volatility) or news
+suddenly released of an expected event yet to come (implied volatility). A
+sharp temporary increase in IV is called a spike, because of its pointy shape
+on the chart. A one-day surge in realized volatility, on the other hand, is not
+so much a volatility spike as it is a realized volatility mesa. Realized
+volatility mesas are shown in Exhibit 14.2 .
+EXHIBIT 14.2 Volatility mesas.
+Source : Chart courtesy of iVolatility.com
+The patterns formed by the gray line in the circled areas of the chart
+shown below are the result of typical one-day surges in realized volatility.