Add training workflow, datasets, and runbook

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+Cl,apter 33: Mathematical Considerations for Index Products 651 
+The astute reader will notice that the above example can be generalized by 
+drawing a three-dimensional graph. The X axis would be the price of ZYX; the Y axis 
+would be the dollars of profit in the spread; and instead of "sliding scales," the Z axis 
+would be the price of ABX. There is software that can draw 3-dimensional profit 
+graphs, although they are somewhat difficult to read. The previous tables would then 
+be horizontal planes of the three-dimensional graph. 
+This concludes the chapter on riskless arbitrage and mathematical modeling. 
+Recall that arbitrage in stock options can affect stock prices. The arbitrage 
+techniques outlined here do not affect the indices themselves. That is done by the 
+market basket hedges. It was also known that no new models are necessary for 
+evaluation. For index options, one merely has to properly evaluate the dividend for 
+usage in the standard Black-Scholes model. Future options can be evaluated by set­
+ting the risk-free interest rate to 0% in the Black-Scholes model and discounting the 
+result, which is the Black model. 
+)