Add training workflow, datasets, and runbook

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+SUMMARY 
+Part V: Index Options and Futures 
+This concludes the discussion of index spreading. The above examples are intended 
+to be an overview of the most usable strategies in the complex universe of index 
+spreading. The multitude of strategies involving inter-index and intra-index spreads 
+cannot all be fully described. In fact, one's imagination can be put to good use in 
+designing and implementing new strategies as market conditions change and as the 
+emotion in the marketplace drives the premium on the futures contracts. 
+Often one can discern a usable strategy by observation. Watch how two popu­
+lar indices trade with respect to each other and observe how the options on the two 
+indices are related. If, at a later time, one notices that the relationship is changing, 
+perhaps a spread between the indices is warranted. One could use the NASDAQ­
+based indices, such as the NASDAQ-100 (NDX) or smaller indices based on it (QQQ 
+or MNX). Sector indices can be used as well. This brings into play a fairly large num­
+ber of indices with listed options (few, if any, of which have futures), such as the 
+Semiconductor Index (SOX), the Oil & Gas Index (XOI), the Gold and Silver Index 
+(XAU), etc. The key point to remember is that the index option and futures world is 
+more diverse than that of stock options. Stock option strategies, once learned or 
+observed, apply equally well to all stocks. Such is not the case with index spreading 
+strategies. The diversification means that there are more profit opportunities that are 
+recognized by fewer people than is the case with stock options. The reader is thus 
+challenged to build upon the concepts described in this part of the book.