Add training workflow, datasets, and runbook

training_data/relevant/text/29376abf1a55ec00dc3cba9823080ffcd99fbf3d87bc66f9d59bfc95f5e262a4.txt

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+974 Glossary 
+Monte Carlo Simulation: a model designed to simulate a real-world event that can­
+not be approximated merely with a mathematical formula. The Monte Carlo sim­
+ulation approximates such an event (the movement of the stock market, for exam­
+ple) and then it is simulated a great number of times. The net result of all the sim­
+ulations is then interpreted as the result, generally expressed as a probability of 
+occurrence. For example, a Monte Carlo simulation can be used to determine how 
+stocks might behave under certain stock price distributions that are different from 
+the lognormal distribution. 
+Naked Option: see Uncovered Option. 
+Narrow-Based: Generally referring to an index, it indicates that the index is com­
+posed of only a few stocks, generally in a specific industry group. Narrow-based 
+indices are not subject to favorable treatment for naked option writers. See also 
+Broad-Based. 
+"Net" Order: see Contingent Order. 
+Neutral: describing an opinion that is neither bearish or bullish. Neutral option 
+strategies are generally designed to perform best if there is little nor no net change 
+in the price of the underlying stock. See also Bearish, Bullish. 
+Non-Equity Option: an option whose underlying entity is not common stock; typi­
+cally refers to options on physical commodities, but may also be extended to 
+include index options. 
+"Not Held": see Market Not Held Order. 
+Notice Period: the time during which the buyer of a futures contract can be called 
+upon to accept delivery. Typically, the 3 to 6 weeks preceding the expiration of the 
+contract. 
+Open Interest: the net total of outstanding open contracts in a particular option 
+series. An opening transaction increases the open interest, while any closing trans­
+action reduces the open interest. 
+Opening Transaction: a trade that adds to the net position of an investor. An open­
+ing buy transaction adds more long securities to the account. An opening sell 
+transaction adds more short securities. See also Closing Transaction. 
+Option Pricing Curve: a graphical representation of the projected price of an 
+option at a fixed point in time. It reflects the amount of time value premium in the 
+option for various stock prices, as well. The curve is generated by using a mathe­
+matical model. The delta ( or hedge ratio) is the slope of a tangent line to the curve 
+at a fixed stock price. See also Delta, Hedge Ratio, Model.