Add training workflow, datasets, and runbook

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+Being Selective
+There is about a two-thirds chance of the underlying staying between the
+upper and lower standard deviation points and about a one-third chance it
+won’t. Reasonably good odds. But the maximum loss of an iron condor will
+be more than the maximum profit potential. In fact, the max-profit-to-max-
+loss ratio is usually less than 1 to 3. For every $1 that can be made, often $4
+or $5 will be at risk.
+The pricing model determines fair value of an option based on the implied
+volatility set by the market. Again, many traders consider IV to be the
+market’s consensus estimate of future realized volatility. Assuming the
+market is generally right and options are efficiently priced, in the long run,
+future stock volatility should be about the same as the implied volatility
+from options prices. That means that if all of your options trades are
+executed at fair value, you are likely to break even in the long run. The
+caveat is that whether the options market is efficient or not, retail or
+institutional traders cannot generally execute trades at fair value. They have
+to sell the bid (sell below theoretical value) and buy the offer (buy above
+theoretical value). This gives the trade a statistical disadvantage, called
+giving up the edge, from an expected return perspective.
+Even though you are more likely to win than to lose with each individual
+trade when strikes are sold at the one-standard-deviation point, the edge
+given up to the market in conjunction with the higher price tag on losers
+makes the trade a statistical loser in the long run. While this means for
+certain that the non-market-making trader is at a constant disadvantage,
+trading condors and butterflies is no different from any other strategy.
+Giving up the edge is the plight of retail and institutional traders. To profit
+in the long run, a trader needs to beat the market, which requires careful
+planning, selectivity, and risk management.
+Savvy traders trade iron condors with strikes one standard deviation away
+from the current stock price only when they think there is more than a two-
+thirds chance of market neutrality. In other words, if you think the market
+will be less volatile than the prices in the options market imply, sell the iron
+condor or trade another such premium-selling strategy. As discussed above,
+this opinion should reflect sound judgment based on some combination of