Add training workflow, datasets, and runbook

training_data/curated/text/e5881398c0ecd84e3226da7dbe56a799fbfe089444bfd738fad8cf9620877866.txt

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+trading days per year is 256, because its square root is a round number: 16.
+The formula is
+For example, a $100 stock that has an at-the-money (ATM) call trading at
+a 32 percent volatility implies that there is about a 68 percent chance that
+the underlying stock will be between $68 and $132 in one year’s time—
+that’s $100 ± ($100 × 0.32). The estimation for the market’s expectation for
+the volatility of the stock for one day in terms of standard deviation as a
+percentage of the price of the underlying is computed as follows:
+In one day’s time, based on an IV of 32 percent, there is a 68 percent
+chance of the stock’s being within 2 percent of the stock price—that’s
+between $98 and $102.
+There may be times when it is helpful for traders to have a volatility
+estimation for a period of time longer than one day—a week or a month, for
+example. This can be accomplished by multiplying the one-day volatility by
+the square root of the number of trading days in the relevant period. The
+equation is as follows:
+If the period in question is one month and there are 22 business days
+remaining in that month, the same $100 stock with the ATM call trading at a
+32 percent implied volatility would have a one-month volatility of 9.38
+percent.
+Based on this calculation for one month, it can be estimated that there is a
+68 percent chance of the stock’s closing between $90.62 and $109.38 based
+on an IV of 32 percent.