Add training workflow, datasets, and runbook

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+Otapter 34: Futures and Futures Options 683 
+This profit table shows that selling the August 625 call at 19 and buying the 
+August 625 put at 31 is equivalent to - that is, it has the same profit potential as -
+selling the August future at 613. So, if one buys the put and sells the call, he will 
+effectively have sold his future at 613 and taken his loss. 
+His resultant position after buying the put and selling the call would be a con­
+version (long futures, long put, and short call). The margin required for a conversion 
+or reversal is zero in the futures market. The margin rules recognize the riskless 
+nature of such a strategy. Thus, any excess money that he has after paying for the 
+unrealized loss in the futures will be freed up for new trades. 
+The futures trader does not have to completely hedge off his position ifhe does 
+not want to. He might decide to just buy a put to limit the downside risk. 
+Unfortunately, to do so after the futures are already locked limit down may be too lit­
+tle, too late. There are many kinds of partial hedges that he could establish - buy 
+some puts, sell some calls, utilize different strikes, etc. 
+The same or similar strategies could be used by a naked option seller who can­
+not hedge his position because it is up the limit. He could also utilize options that are 
+still in free trading to create a synthetic futures position. 
+Futures options generally have enough out-of-the-money striking prices listed 
+that some of them will still be free trading, even if the futures are up or down the 
+limit. This fact is a boon to anyone who has a losing position that has moved the daily 
+trading limit. Knowing how to use just this one option trading strategy should be a 
+worthwhile benefit to many futures traders. 
+COMMONPLACE MISPRICING STRATEGIES 
+Futures options are sometimes prone to severe mispricing. Of course, any product's 
+options may be subject to mispricing from time to time. However, it seems to appear 
+in futures options more often than it does in stock options. The following discussion 
+of strategies concentrates on a specific pattern of futures options mispricing that 
+occurs with relative frequency. It generally m{inifests itself in that out-of-the-money 
+puts are too cheap, and out-of-the-money calls are too expensive. The proper term 
+for this phenomenon is "volatility skewing" and it is discussed further in Chapter 36 
+on advanced concepts. In this chapter, we concentrate on how to spot it and how to 
+attempt to profit from it. 
+Occasionally, stock options exhibit this trait to a certain extent. Generally, it 
+occurs in stocks when speculators have it in their minds that a stock is going to expe­
+rience a sudden, substantial rise in price. They then bid up the out-of-the-money 
+calls, particularly the near-term ones, as they attempt to capitalize on their bullish 
+expectations. When takeover rumors abound, stock options display this mispricing