/// <summary> /// Calculate Alpha and Beta, the initial number of shares for each security needed to achieve a 50/50 weighting /// </summary> /// <param name="algorithm"></param> private void CalculateAlphaBeta(QCAlgorithmFramework algorithm) { _alpha = algorithm.CalculateOrderQuantity(_longSymbol, 0.5); _beta = algorithm.CalculateOrderQuantity(_shortSymbol, 0.5); algorithm.Log($"{algorithm.Time} :: Alpha: {_alpha} Beta: {_beta}"); }