Add training workflow, datasets, and runbook

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+836 Part VI: Measuring and Trading Volatility 
+you do both, though, you create a "good news, bad news" situation. The good news 
+is that the maximum risk is reduced; for example, if XYZ goes exactly to 130 (the 
+worst point for the call spread), the companion put spread's credit would reduce that 
+risk a little. However, the bad news is that there is a much wider range over which 
+there is not profit, since there are two spots where losses are more or less maximized 
+(at the strike price of the long calls and again at the strike price of the long puts). 
+Margin will be discussed only briefly, since it was addressed in the chapter on 
+reverse spreads. For both index and stock options, this strategy is considered to have 
+naked options - a preposterous assumption, since one can see from the profit graph 
+that the position is fully hedged until the near-term options expire. This raises the 
+capital requirement for nonmember traders. The margin anomaly is not a problem 
+with futures options, however. For those options, one need only margin the differ­
+ence in the strikes, less any credit received, because that is the true risk of the posi­
+tion. In summary, the volatility trader who wants to sell volatility in equity and futures 
+options markets needs to be hedged, because gaps are prevalent and potentially very 
+costly. This strategy creates a more neutral, less price-dependent way to benefit if 
+implied volatility decreases, especially when compared with simple credit spreads. 
+SUMMARY: TRADING THE 
+VOLATILITY PREDICTION 
+Attempting to establish trades when implied volatility is out of line is a theoretically 
+attractive strategy. The process outlined above consisted of a few steps, employing 
+both statistical and theoretical analysis. In any case, though, probability calculators 
+must "say" that a volatility trade has good probabilities of success. It's merely a mat­
+ter of what criteria we apply to limit our choices before we run the probability analy­
+sis. So, it might be more useful to view volatility trading analysis in this light: 
+Step I: Use a selection criterion to limit the myriad of volatility trading choices. Any 
+of these could be used as the first criterion, but not all of them at once: 
+a. Require implied volatility to be at an extreme percentile. 
+b. Require historical and implied volatility to have a large discrepancy 
+between them. 
+c. Interpret the chart of implied volatility to see if it has reversed trend. 
+Step 2: Use a probability calculator to project whether the strategy can be expected 
+to be a success. 
+Step 3: Using past price histories, determine whether the underlying has been able 
+to create profitable trades in the past. (For example, if one is considering