Add training workflow, datasets, and runbook

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+Chapter 3: Call Buying 105 
+Suppose the volatile stock in our example, WS, has the potential to rise by 12% 
+in 90 days, while the less volatile stock, NVS, has the potential of rising only 4% in 90 
+days. In 90 days, the July 40 calls will not be at parity, because there will be some time 
+remaining until July expiration. Thus, it is necessary to attempt to predict what their 
+prices will be at the end of the 90-day holding period. Assume that the following 
+prices are accurate estimates of what the July 40 calls will be selling for in 90 days, if 
+the underlying stocks advance in relation to their volatilities: 
+Stock Price in 90 Days 
+VVS: 44.8 (up 12%) 
+NVS: 41 .6 (up 4%) 
+Coll Price 
+VVS July 40: 6 (up 50%) 
+NVS July 40: 21/2 (up 25%) 
+With some time remaining in the calls, they would both have time value premium at 
+the end of 90 days. The bigger time premium would be in the WS call, since the 
+underlying stock is more volatile. Under this method of analysis, the WS call is still 
+the better one to buy. 
+The correct method of ranking potential reward situations for call buyers is as 
+follows: 
+1. Assume each underlying stock can advance in accordance with its volatility over 
+a fixed period (30, 60, or 90 days). 
+2. Estimate the call prices after the advance. 
+3. Rank all potential call purchases by highest percentage reward opportunity for 
+aggressive purchases. 
+4. Assume each stock can decline in accordance with its volatility. 
+5. Estimate the call prices after the decline. 
+6. Rank all purchases by reward/risk ratio ( the percentage gain from item 2 divided 
+by the percentage loss from item 5). 
+The list from item 3 will generate more aggressive purchases because it incorporates 
+potential rewards only. The list from item 6 would be a less speculative one. This 
+method of analysis automatically incorporates the criteria set forth earlier, such as 
+buying short-term out-of-the-money calls for aggressive purchases and buying 
+longer-term in-the-money calls for a more conservative purchase. The delta is also a 
+function of the volatility and is essentially incorporated by steps 1 and 4. 
+It is virtually impossible to perform this sort of analysis without a computer. The 
+call buyer can generally obtain such a list from a brokerage firm or from a data serv­
+ice. For those individuals who have access to a computer and would like to generate