Add training workflow, datasets, and runbook

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+Chapter 35: Futures Option Strategies for Futures Spreads 711 
+or out-of-the-money puts instead of selling futures, he could be exposing his spread 
+profits to the ravages of time decay. Do not substitute at- or out-of-the-rrwney options 
+for the futures in intramarket or intennarket spreads. The next example will show 
+why not. 
+Example: A futures spreader notices that a favorable situation exists in wheat. He 
+wants to buy July and sell May. The following prices exist for the futures and options: 
+May futures: 410 
+July futures: 390 
+May 410 put: 20 
+July 390 call: 25 
+This trader decides to buy the May 410 put instead of selling May futures; he 
+also buys the July 390 call instead of buying July futures. 
+Later, the following prices exist: 
+May futures: 400 
+July futures: 400 
+May 410 put: 25 
+July 390 call: 30 
+The futures spread would have made 20 points, since they are now the same 
+price. At least this time, he has made money in the option spread. He has made 5 
+points on each option for a total of 10 points overall - only half the money that could 
+have been made with the futures themselves. Nate that these sample option prices 
+still show a good deal of time value premium remaining. If more time had passed and 
+these options were trading closer to parity, the result of the option spread would be 
+worse. 
+It might be pointed out that the option strategy in the above example would 
+work better if futures prices were volatile and rallied or declined substantially. This 
+is true to a certain extent. If the market had moved a lot, one option would be very 
+deeply in-the-money and the other deeply out-of-the-money. Neither one would 
+have much time value premium, and the trader would therefore have wasted all the 
+money spent for the initial time premium. So, unless the futures moved so far as to 
+outdistance that loss of time value premium, the futures strategy would still outrank 
+the option strategy. 
+However, this last point of volatile futures movement helping an option position 
+is a valid one. It leads to the reason for the only favorable option strategy that is a sub-