Add training workflow, datasets, and runbook

training_data/curated/text/d58facac0e41280629b037297ac61705247b63cb152d764159bf5352136c22a8.txt

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+954 Appendix C 
+Ratio Spread 
+-Calls (Ch. 11): buy n1 calls at lower strike, s1, and sell n2 calls at higher 
+strike, s2 
+s1 < s2 
+n1 < n2 
+R = n1c1 - n2c2 
+P = (s2 - s1)n1 -R 
+p 
+U=s 2 +--­n2-n1 
+Break-even cost oflong calls for follow-up action (Ch. 11) 
+Break-even cost = n2(s2 - si) - R 
+n2-n1 
+-Puts (Ch. 24): buy n2 puts at higher strike, s2, and sell n1 puts at lower 
+strike, s1 
+S1 < S2 
+n2 < n1 
+R = n2p2 - n1p1 
+P = n2(s2 - s1) - R 
+p D =S1----
+n1 -n2 
+Reversed-See Conversion and Reversal Profit 
+Reverse Hedge (Ch. 4)-simulated straddle purchase 
+General case: short m round lots of stock and long n calls 
+R = m(s -x) + nc 
+U=s+-R-n-m 
+R D=s--m 
+X 
+s 
+C 
+current stock price 
+striking price 
+call price 
+p put price 
+r interest rate 
+t = time (in years) 
+B 
+u 
+D 
+p 
+R 
+break-even point 
+upside break-even point 
+downside break-even point 
+maximum profit potential 
+maximum risk potential 
+Subscripts indicate multiple items. For example s1, s2, s3 would designate three striking prices in a formula. 
+The formulae are arranged alphabetically by title or by strategy.