Add training workflow, datasets, and runbook

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+Chapter 38: The Distribution of Stock Prices 795 
+Figure 38-3 perhaps shows even more starkly how the bull market has affected 
+things over the last six-plus years. There are over 1,600 data points for IBM (i.e., daily 
+readings) in Figure 38-3, yet the whole distribution is skewed to the right. It appar­
+ently was able to move up quite easily throughout this time period. In fact, the worst 
+move that occurred was one move of -2.5 standard deviations, while there were 
+about ten moves of +4.0 standard deviations or more. 
+For a longer-term look at how IBM behaves, consider the longer-term distribu­
+tion of IBM prices, going back to March 1987, as shown in Figure 38-4. 
+From Figure 38-4, it's clear that this longer-term distribution conforms more 
+closely to the normal distribution in that it has a sort of symmetrical look, as opposed 
+to Figure 38-3, which is clearly biased to the right (upside). 
+These two graphs have implications for the big picture study shown in Figure 
+38-1. The database used for this study had data for most stocks only going back to 
+1993 (IBM is one of the exceptions); but if the broad study of all stocks were run 
+using data all the way back to 1987, it is certain that the "actual" price distribution 
+would be more evenly centered, as opposed to its justification to the right (upside). 
+That's because there would be more bearish periods in the longer study (1987, 1989, 
+and 1990 all had some rather nasty periods). Still, this doesn't detract from the basic 
+premise that stocks can move farther than the normal distribution would indicate. 
+WHAT THIS MEANS FOR OPTION TRADERS 
+The most obvious thing that an option trader can learn from these distributions and 
+studies is that buying options is probably a lot more feasible than conventional wisdom 
+would have you believe. The old thinking that selling an option is "best" because it 
+wastes away every day is false. In reality, when you have sold an option, you are exposed 
+to adverse price movements and adverse movements in implied volatility all during the 
+life of the option. The likelihood of those occurring is great, and they generally have 
+more influence on the price of the aption in the short run than does time decay. 
+You might ask, "But doesn't all the volatility in 1999 and 2000 just distort the 
+figures, making the big moves more likely than they ever were, and possibly ever will 
+be again?" The answer to that is a resounding, "Nol" The reason is that the current 
+20-day historical volatility was used on each day of the study in order to determine 
+how many standard deviations each stock moved. So, in 1999 and 2000, that histori­
+cal volatility was a high number and it therefore means that the stock would have had 
+to move a very long way to move four standard deviations. In 1993, however, when 
+the market was in the doldrums, historical volatility was low, and so a much smaller