Add training workflow, datasets, and runbook

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+Direction Neutral versus Direction
+Indifferent
+In the world of nonlinear trading, there are two possible nondirectional
+views of the underlying asset: direction neutral and direction indifferent.
+Direction neutral means the trader believes the stock will not trend either
+higher or lower. The trader is neutral in his or her assessment of the future
+direction of the asset. Short iron condors, long time spreads, and out-of-the-
+money (OTM) credit spreads are examples of direction-neutral strategies.
+These strategies generally have deltas close to zero. Because of negative
+gamma, movement is the bane of the direction-neutral trade.
+Direction indifferent means the trader may desire movement in the
+underlying but is indifferent as to whether that movement is up or down.
+Some direction-indifferent trades are almost completely insulated from
+directional movement, with a focus on interest or dividends instead.
+Examples of these types of trades are conversions, reversals, and boxes,
+which are described in Chapter 6, as well as dividend plays, which are
+described in Chapter 8.
+Other direction-indifferent strategies are long option strategies that have
+positive gamma. In these trades, the focus is on movement, but the direction
+of that movement is irrelevant. These are plays that are bullish on realized
+volatility. Yet other direction-indifferent strategies are volatility plays from
+the perspective of IV. These are trades in which the trader’s intent is to take
+a bullish or bearish position in IV.