Add training workflow, datasets, and runbook

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+Chapter 40: Advanced Concepts 885 
+Note: All the equations cannot be set equal to zero, or the solution will be all 
+zeros. This is easily handled by setting at least one equation equal to a small, nonzero 
+quantity, such as 0.1. As long as at least one of the risk factors is nonzero, one can 
+determine the neutral ratio for all other factors merely by solving these simultaneous 
+equations. There are plenty of low-cost computer programs that can solve simultane­
+ous equations such as these. 
+This concept can be carried to greater lengths in order to determine the best 
+spread to create in order to achieve the desired results. One might even try to use 
+three different options, using the third option to neutralize delta, so that he wouldn't 
+have to neutralize with stock. The third equation would use deltas as constants and 
+would be set to equal zero, representing delta neutral. Solving this would require 
+solving three equations in three unknowns, a simple matter for a computer. 
+As long as at least one of the risk factors is nonzero, one can determine the neu­
+tral ratio for all other factors merely by solving these simultaneous equations. Even 
+more importantly, the computer can scan many combinations of options that produce 
+a position that is both gamma and delta neutral and has a specific position vega 
+(-$238, for example). One would then choose the "best" spread of the available pos­
+sibilities by logical methods including, if possible, choosing one with positive theta, 
+so time is working in his favor. 
+To summarize, one can neutralize all variables, or he can specify the risk that he 
+wants to accept in any of them. Merely write the equations and solve them. It is best 
+to use a computer to do this, but the fact that it can be done adds an entirely new, 
+broad dimension to option spreading and risk-reducing strategies. 
+EVALUATING A POSITION USING THE RISK MEASURES 
+The previous sections have dealt with establishing a new position and determining its 
+neutrality or lack thereof. However, the most important use of these risk measures is 
+to predict how a position will perform into the future. At a minimum, a serious strate­
+gist should use a computer to print out a projection of the profits and losses and posi­
+tion risk at future expected prices. Moreover, this type of analysis should be done for 
+several future times in order to give the strategist an idea of how the passage of time 
+and the resultant larger movements by the underlying security would affect the posi­
+tion. 
+First, one would choose an appropriate time period - say, 7 days hence - for the 
+first analysis. Then he should use the statistical projection of stock prices (see Chapter 
+28 on mathematical applications) to determine probable prices for the underlying 
+security at that time. Obviously, this stock price projection needs to use volatility, and