Add training workflow, datasets, and runbook

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+Chapter 35: Futures Option Strategies for Futures Spreads 707 
+2. Draw several profit curves, one for each price of the near-term future at near­
+term expiration. 
+Example: Expanding on the above example, this method is demonstrated here. 
+Figure 35-1 shows how to approach the problem. The horizontal axis depicts 
+the spread between March and May soybean futures at the expiration of the March 
+futures options. The vertical axis represents the profit and loss to be expected from 
+the calendar spread, as it always does. 
+The major difference between this profit graph and standard ones is that there 
+are now several sets of profit curves. A separate one is drawn for each price of the 
+March futures that one wants to consider in his analysis. The previous example 
+showed the profitability for only one price of the March futures - unchanged at 594. 
+However, one cannot rely on the March futures to remain unchanged, so he must 
+view the profitability of the calendar spread at various March futures prices. 
+The data that is plotted in the figure is summarized in Table 35-4. Several things 
+are readily apparent. First, if the futures spread improves in price, the calendar 
+spread will generally make money. These are the points on the far right of the figure 
+and on the bottom line of Table 35-4. Second, if the futures spread behaves miser-
+FIGURE 35-1. 
+Soybean futures calendar spreads, at March expiration. 
+gj 
+20 
+16 
+12 
+.3 8 
+::.: 
+0 
+ct 4 
+0 
+-8 
+March/May Spread 
+March =604 
+March =594 
+March= 614 
+March =584 
+March= 574