Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries

Table 2

Summary statistics for pairs verified using cointegration tests.

No.	Pairs	t-statistic	Correlation
1	MSFT/JPM	−3.5423	0.9165
2	MSFT/TXN	−3.448	0.8641
3	BRKa/ABT	−3.5148	0.9493
4	BRKa/UTX	−3.3992	0.9609
5	JPM/T	−3.5882	0.8486
6	JPM/HON	−5.8209	0.9250
7	JPM/GE	−3.4494	0.9105
8	JNJ/WFC	−3.5696	0.9693
9	XOM/CVX	−4.05	0.9879
10	HON/TXN	−4.0625	0.7469
11	GE/TXN	−3.467	0.9148

Note: and denote a rejection of the null hypothesis at the 1% and 5% significance levels, respectively.