Building Timeseries models for stock trading having multiple stocks
This is a question about Univariate versus Multivariate Time Series analysis. Both can be valid approaches.
However, for stock price forecasting I would suggest that Multivariate will probably be better, with the important caveat that your choice of time series should have some fundamental justification. Randomly choosing to analyse stock A and B together from a pool of 'N' thousands of potential stock pairs/triplets etc. will not be as effective as choosing stock X and Y if you believe X and Y are related in some way, i.e. they are in the same industry sector.