Master thesis argument advise!!!

Dear guys,

I am going to select a master thesis argument in the next weeks and I strongly would like to develop a pertinent argument to the financial markets and trading strategy (i.e. arbitrage opportunities and so on). So here I want to ask you which, in your opinion, could be an interesting argument to develop EMPIRICALLY for which there are accesible datas.

I was thinking abouts some option strategy related to the yield curve flattening, but it is just a thought.

Thank you a lot guys, every help will be appreciated - STAY GREEN

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