Reconcile 68 terms against algotrading frameworks (LEAN, NautilusTrader,
backtrader, VectorBT, Zipline), quant-validation literature (Van Tharp,
Bailey & Lopez de Prado, White), and stream/dataflow vocabulary. Conservative
pass: extend Avoid lists with industry synonyms/homonyms and fold short
disambiguation notes into definitions; no canonical headings renamed.
Touched 18 entries. Avoid additions: overfit probability (PBO/CSCV), signal
(entry/exit signal, trade signal), position table (transactions, trade
blotter), conviction-based risk allocation (risk budgeting/parity/
contribution), run registry (model registry), session node (session window),
sign-agreement (market breadth). Disambiguation notes: broker vs fill/account
simulator, edge (wiring/trading/deploy senses), cycle (clock step vs DAG
loop), manifest vs Cargo.toml config, experiment vs MLflow container,
run-count (version counter), bias vs statistical bias, bootstrap vs
statistical bootstrap, deflated score anchored on the Deflated Sharpe Ratio,
Monte-Carlo (input not trade sequence), World vs Unreal UWorld.
Deferred (out of scope this pass): heading renames, a new `record` entry +
composite sense-split, the playground egui->web wording, the SoA Avoid line.
Brummel
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