Add training workflow, datasets, and runbook

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+EXHIBIT 16.4 Short ratio spread at expiration.
+This strategy is a mirror image of the backspread discussed previously in
+this chapter. With limited risk to the downside, the maximum loss to the
+trade is the initial debit of 1 if the stock is below $70 at expiration and all
+the calls expire. There is a maximum profit potential of 4 if the stock is at
+the short strike at expiration. There is unlimited loss potential, since a short
+net delta is created on the upside, as one short 75 call is covered by the long
+70 call, and one is naked. The breakevens are at $71 and $79.
+Low Volatility
+With the stock at $71, gamma and vega are both negative. Just as the
+backspread was a long volatility play at this underlying price, this ratio
+vertical is a short-vol play here. As in trading a short straddle, the name of
+the game is low volatility—meaning both implied and realized.
+This strategy may require some gamma hedging. But as with other short
+volatility delta-neutral trades, the fewer the negative scalps, the greater the
+potential profit. Delta covering should be implemented in situations where
+it looks as if the stock will trend deep into negative-gamma territory.
+Murphy’s Law of trading dictates that delta covering will likely be wrong at
+least as often as it is right.