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.TickerStockSector

1AAPLApple Inc.Technology
2MSFTMicrosoft CorporationTechnology
3BRKaBerkshire Hathaway Inc.Financial Services
4JPMJPMorgan Chase & Co.Financial Services
5JNJJohnson & JohnsonHealthcare
6XOMExxon Mobil CorporationEnergy
7BACBank of America CorporationFinancial Services
8WFCWells Fargo & CompanyFinancial Services
9WMTWalmart Inc.Consumer Defensive
10UNHUnitedHealth Group IncorporatedHealthcare
11CVXChevron CorporationEnergy
12TAT&T Inc.Communication Services
13PFEPfizer Inc.Healthcare
14ADBEAdobe Systems IncorporatedTechnology
15MCDMcDonald's CorporationConsumer Cyclical
16MDTMedtronic plcHealthcare
17MMM3M CompanyIndustrials
18HONHoneywell International Inc.Industrials
19GEGeneral Electric CompanyIndustrials
20ABTAbbott LaboratoriesHealthcare
21MOAltria Group, Inc.Consumer Defensive
22UNPUnion Pacific CorporationIndustrials
23TXNTexas Instruments IncorporatedTechnology
24UTXUnited Technologies CorporationIndustrials
25LLYEli Lilly and CompanyHealthcare