Add training workflow, datasets, and runbook

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+348 Part Ill: Put Option Strategies 
+In summary, this is a reasonable strategy if one operates it over a period of time 
+long enough to encompass several market cycles. The strategist must be careful not 
+to place a large portion of his trading capital in the strategy, however, since even 
+though the losses are limited, they still represent his entire net investment. A varia­
+tion of this strategy, whereby one sells more options than he buys, is described in the 
+next chapter. 
+THE CALENDAR STRADDLE 
+Another strategy that combines calendar spreads on both put and call options can be 
+constructed by selling a near-term straddle and simultaneously purchasing a longer­
+term straddle. Since the time value premium of the near-term straddle will decrease 
+more rapidly than that of the longer-term straddle, one could make profits on a lim­
+ited investment. This strategy is somewhat inferior to the one described in the pre­
+vious section, but it is interesting enough to examine. 
+Example: Suppose that three months before January expiration, the following prices 
+exist: 
+XYZ common: 40 
+January 40 straddle: 5 April 40 straddle: 7 
+A calendar spread of the straddles could be established by selling the January 40 
+straddle and simultaneously buying the April 40 straddle. This would involve a cost 
+of 2 points, or the debit of the transaction, plus commissions. 
+The risk is limited to the amount of this debit up until {he time the near-term 
+straddle expires. That is, even if XYZ moves up in price by a substantial amount or 
+declines in price by a substantial amount, the worst that can happen is that the dif­
+ference between the straddle prices shrinks to zero. This could cause one to lose an 
+amount equal to his original debit, plus commissions. This limit on the risk applies 
+only until the near-term options expire. If the strategist decides to buy back the near­
+term straddle and continue to hold the longer-term one, his risk then increases by the 
+cost of buying back the near-term straddle. 
+Example: XYZ is at 43 when the January options expire. The January 40 call can now 
+be bought back for 3 points. The put expires worthless; so the whole straddle was 
+closed out for 3 points. The April 40 straddle might be selling for 6 points at that 
+time. If the strategist wants to hold on to the April straddle, in hopes that the stock 
+might experience a large price swing, he is free to do so after buying back the January