Research Article
Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries
Table 1
The 25 stocks on the S&P 500 Index used in this study.
| | No. | Ticker | Stock | Sector |
| | 1 | AAPL | Apple Inc. | Technology | | 2 | MSFT | Microsoft Corporation | Technology | | 3 | BRKa | Berkshire Hathaway Inc. | Financial Services | | 4 | JPM | JPMorgan Chase & Co. | Financial Services | | 5 | JNJ | Johnson & Johnson | Healthcare | | 6 | XOM | Exxon Mobil Corporation | Energy | | 7 | BAC | Bank of America Corporation | Financial Services | | 8 | WFC | Wells Fargo & Company | Financial Services | | 9 | WMT | Walmart Inc. | Consumer Defensive | | 10 | UNH | UnitedHealth Group Incorporated | Healthcare | | 11 | CVX | Chevron Corporation | Energy | | 12 | T | AT&T Inc. | Communication Services | | 13 | PFE | Pfizer Inc. | Healthcare | | 14 | ADBE | Adobe Systems Incorporated | Technology | | 15 | MCD | McDonald's Corporation | Consumer Cyclical | | 16 | MDT | Medtronic plc | Healthcare | | 17 | MMM | 3M Company | Industrials | | 18 | HON | Honeywell International Inc. | Industrials | | 19 | GE | General Electric Company | Industrials | | 20 | ABT | Abbott Laboratories | Healthcare | | 21 | MO | Altria Group, Inc. | Consumer Defensive | | 22 | UNP | Union Pacific Corporation | Industrials | | 23 | TXN | Texas Instruments Incorporated | Technology | | 24 | UTX | United Technologies Corporation | Industrials | | 25 | LLY | Eli Lilly and Company | Healthcare |
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