Add training workflow, datasets, and runbook

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+Chapter 39: Volatility Trading Techniques 
+FIGURE 39-6. 
+Volatility backspread neutral position. 
+Underlying Price 
+835 
+in advance of the near-term expiration. It should not be allowed to deteriorate to the 
+point of maximum loss. 
+Modifications to the strategy can be considered. One is to sell even longer-term 
+options and of course hedge them with the purchase of the near-term options. The 
+longer-term the option is, the bigger its vega will be, so a decrease in implied volatil­
+ity will cause the heftier-priced long-term option to decline more in price. This mod­
+ification is somewhat tempered, though, by the fact that when options get really 
+expensive, there is often a tendency for the near-term options to be skewed. That is, 
+the near-term options will be trading with a much higher implied volatility than will 
+the longer-term options. This is especially true for LEAPS options. For that reason, 
+one should make sure that he is not entering into a situation in which the shorter­
+term options could lose volatility while the longer-term ones more or less retain the 
+same implied volatility, as LEAPS options often do. This concept of differing volatil­
+ity between near- and long-term options was discussed in more detail in Chapter 36 
+on the basics of volatility trading. As a sort of general rule, if one finds that the longer­
+term option has a much lower implied volatility than the one you were going to buy, 
+this strategy is not recommended. As a corollary, then, it is unlikely that this strate­
+gy will work well with LEAPS options. 
+One other thing that you should analyze when looking for this type of trade is 
+whether it might be better to use the puts than the calls. For one thing, you can estab­
+lish a position in which the heavy profitability is on the downside (as opposed to the 
+upside, as in the XYZ example above). Then, of course, having considered that, it 
+might actually behoove one to establish both the call spread and the put spread. If