Add training workflow, datasets, and runbook

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+486 Part IV: Additional Considerations 
+with less than I month oflife remaining in the options. A flag indicating an approach­
+ing ex-dividend date might also be useful for this purpose. 
+If the trader inputs another piece of information into the database, the com­
+puter can help him in another follow-up action. In most strategies that were 
+described, especially those involving uncovered options, the trader wants to take 
+some sort of follow-up action based on the price movement of the underlying stock. 
+If the stock rallies too far, he may want to cover short calls or buy other calls as pro­
+tection. If the stock declines too far, similar maneuvers would apply to put options or 
+to rolling down short calls. If the trader inputs the stock prices at which he would like 
+to take action, the computer can monitor each day's closing price of the stock and 
+generate a list of positions that have exceeded their upside or downside action points. 
+The computer can also do more sophisticated types of position monitoring. 
+Recall that it was pointed out that the deltas of the options involved in a position can 
+be compared to each other to tell whether the position is bullish or bearish. The 
+Black-Scholes model can be used to calculate the deltas of the options in one's posi­
+tions. Then the net position can be determined by the computer, thereby telling the 
+trader whether his position has become "delta long" (bullish), "delta short" (bearish), 
+or neutral. If he sees that a position is bearish and he does not want to be structured 
+in that way, he can make bullish adjustments. The delta spread and neutral spread 
+strategies very conveniently lend themselves to such types of follow-up action, 
+although any of the more complicated straddle writing and protected straddle writ­
+ing positions can be monitored usefully in this way as well. 
+The computation for determining whether a position is net short or net long 
+generally involves calculating the "equivalent stock position" (ESP). If one owns 10 
+calls that have a delta of .45, his equivalent stock position from those calls is IO X 100 
+shares per call x .45 = 450. That is, owning those IO calls is equivalent to owning 450 
+shares of the underlying stock, according to the delta. All puts and calls can be 
+reduced to an ESP and can then, of course, be combined with any actual long or 
+short stock in the position to produce an ESP for the entire strategy. The resultant 
+ESP for each of the trader's positions can be printed from the computer along with 
+the items described above. 
+Further sophisticated measures can be taken. The computer can generate a 
+table of results at expiration. If so desired, this could be presented as a graph, but that 
+is not really necessary. A table suffices quite well, as shown by most of the examples 
+in this book. Such a picture has meaning only if all options in the position expire at 
+the same time. If they don't, one may instead want the computer to mmpose a table 
+of results or a graph at near-term expiration. Thus, in a calendar spread, for example, 
+one could see what sorts of profitability he would be looking at when it was time to 
+remove the spread.