Add training workflow, datasets, and runbook

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+Reverse Spreads 
+In general, when a strategy has the term "reverse" in its name, the strategy is the 
+opposite of a more commonly used strategy. The reader should be familiar with this 
+nomenclature from the earlier discussions comparing ratio writing (buying stock and 
+selling calls) with reverse hedging (shorting stock and buying calls). If the reverse 
+strategy is sufficiently well-known, it usually acquires a name of its own. For exam­
+ple, the bear spread is really the reverse of the bull spread, but the bear spread is a 
+popular enough strategy in its own right to have acquired a shorter, unique name. 
+REVERSE CALENDAR SPREAD 
+The reverse calendar spread is an infrequently used strategy, at least for public cus­
+tomers trading stock or index options, because of the margin requirements. However, 
+even then, it does have a place in the arsenal of the option strategist. Meanwhile, pro­
+fessionals and futures option traders use the strategy with more frequency because 
+the margin treatment is more favorable for them. 
+As its name implies, the reverse calendar spread is a position that is just the 
+opposite of a "normal" calendar spread. In the reverse calendar spread, one sells a 
+long-term call option and simultaneously buys a shorter-term call option. The spread 
+can be constructed with puts as well, as will be shown in a later chapter. Both calls 
+have the same striking price. 
+This strategy will make money if one of two things happens: Either (1) the stock 
+price moves away from the striking price by a great deal, or (2) the inplied volatility 
+of the options involved in the spread shrinks. For readers familiar with the "normal" 
+calendar spread strategy, the first way to profit should be obvious, because a "normal" 
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