Add training workflow, datasets, and runbook

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+. . . many more people see than weigh.
+—Philip Dormar Stanhope, Earl of Chesterfield
+B
+y definition, the intention of the spread trader is to implement a position that will reflect changes 
+in the price difference between contracts rather than changes in outright price levels. T o achieve 
+such a trade, the two legs of a spread must be equally weighted. As an obvious example, long 2 
+December corn/short 1 March corn is a spread in name only. Such a position would be far more 
+dependent on fluctuations in the price level of corn than on changes in the price difference between 
+December and March.
+The meaning of equally weighted, however, is by no means obvious. Many traders simply assume 
+that a balanced spread position implies an equal number of contracts long and short. Such an assump-
+tion is usually valid for most intramarket spreads (although an exception will be discussed later in this 
+chapter). However, for many intermarket and intercommodity
+1 spreads, the automatic presumption 
+of an equal number of contracts long and short can lead to severe distortions.
+Consider the example of a trader who anticipates that demand for lower quality Robusta coffee 
+beans (London contract) will decline relative to higher quality Arabica beans (New Y ork contract) and 
+Intercommodity 
+Spreads: Determining 
+Contract Ratios
+Chapter 31
+1 The distinction between intermarket and intercommodity spreads was defined in Chapter 30. An intermarket 
+spread involves buying and selling the same commodity at two different exchanges (e.g., New Y ork vs. London 
+cocoa); the intercommodity spread involves buying and selling two different but related markets (e.g., wheat vs. 
+corn, cattle vs. hogs).