Add training workflow, datasets, and runbook

training_data/relevant/text/c6ba339c0fe1b1401e67959b1b3f30c54fbcfe4a7eae5f3a31a52f809e0df767.txt

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+Susan decided to hold her position. Toward the end of week two, there
+would be the Federal Open Market Committee (FOMC) meeting.
+Week Two
+The beginning of the week saw IV rise as the event drew near. By the close
+on Tuesday, implied volatility for the straddle was 40 percent. But realized
+volatility continued its decline, which meant Susan was not able to scalp to
+cover the theta of Saturday, Sunday, Monday, and Tuesday. But, the straddle
+was now 5.20 bid, 0.10 higher than it had been on previous Friday. The
+rising IV made up for most of the theta loss. At this point, Susan could have
+sold her straddle to scratch her trade. She would have lost $1,100 on the
+straddle [(5.20 − 5.75) × 20] but made $1,100 by scalping gamma in the
+first week. Susan decided to wait and see what the Fed chairman had to say.
+By week’s end, the trade had proved to be profitable. After the FOMC
+meeting, the stock shot up more than $4 and just as quickly fell. It
+continued to bounce around a bit for the rest of the week. Susan was able to
+lock in $5,200 from stock scalps. After much gyration over this two-week
+period, the price of Acme stock incidentally returned to around the same
+price it had been at when Susan bought her straddle: $74.50. As might have
+been expected after the announcement, implied volatility softened. By
+Friday, IV had fallen to 30. Realized volatility was sharply higher as a result
+of the big moves during the week that were factored into the 30-day
+calculation.
+With seven more days of decay and a lower implied volatility, the straddle
+was 3.50 bid at midafternoon on Friday. Susan sold her 20-lot to close the
+position. Her profit for week two was $2,000.
+What went into Susan’s decision to close her position? Susan had two
+objectives: to profit from a rise in implied volatility and to profit from a rise