Gianluca Longinotti

Finance Writer - Traders Education

Gianluca Longinotti is an experienced trader, advisor, and financial analyst with over a decade of professional experience in the banking sector, trading, and investment services. Known for his rigorous approach and deep understanding of market dynamics, Gianluca specializes in derivatives and cyclical analysis, with a strong emphasis on options trading strategies and macroeconomic frameworks.

Gianluca is the founder of Cycle Quest, a project focused on applying cyclical models to financial markets, economic indicators, and more. With an international academic background and a passion for data-driven decision-making, Gianluca empowers traders and investors with expert insights, clear strategy frameworks, and cutting-edge tools.

Education

Bachelor’s Degree in Economics from University of Brescia (Italy)
Two Master’s Degrees in Economics and Empirical Finance from Sorbonne University (France)

References

Founder at Cycle Quest
Contributor at Traders Union
Author at Tokize.com
Author at Crypto Adventure

Experience

Over a decade of experience trading options, with a focus on defined-risk strategies such as vertical spreads, iron condors, and diagonals
Deep understanding of options pricing models like Black-Scholes and binomial trees, applied daily to position evaluation
Active user of the CBOE indices as a benchmark to build and test different trading strategies with options
Expert in managing trades using the Greeks (Delta, Theta, etc.) to dynamically adjust risk
I regularly post live trade setups and market reads on Gianluca’s Trades via the Option Samurai blog and my personal Stocktwits profile
Skilled in building algorithmic strategies in Python and Pine Script, with a focus on short-term price action and event-driven plays
Creator of backtesting environments tailored to options logic using Python’s Pandas and NumPy stack
Daily use of TradingView, Interactive Brokers, and Databento for execution, charting, and data analysis
Developed custom automated dashboards in Plotly and Streamlit for real-time tracking of trade performance and volatility curves
Frequently design strategies aligned with FOMC and macroeconomic indicators for directional and volatility bias
Strong foundation in fundamental analysis, with deep dives into financial statements and earnings behavior
Implemented statistical arbitrage and volatility modeling techniques to detect mean-reverting edges
Experienced in handling expiration risk, assignment logic, and optimizing trade timing around options cycles
Advocate for integrating behavioral finance principles to mitigate biases and improve trader discipline
Regularly consult with traders on strategy design, risk control, and automation to elevate their performance across market regimes

The edge of trading with ATR

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One of Option Samurai's unique features is the ability to scan the Average True Range vs. BreakEven point (ATR vs. BE).

Average True Range is the average movement a stock makes each day,...

Unusual options activity (with step-by-step guide)

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Option Samurai has two predefined scans that help you find unusual options volume across the entire market. These scans help you see what the 'smart money' in Wall St. is trading. There are many...

How to use the Options' Center of Mass report to sharpen your trading edge

9 min read

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Options players are considered a sophisticated group of market participants. Every day, millions of different options are traded on thousands of stocks. The nominal value of those options exceeds...

The Wheel Options Strategy: Your Comprehensive Guide to Steady Income Generation

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Options traders, from beginners to seasoned veterans, seek a methodical approach that delivers consistent income while managing risk. This is where the Wheel Strategy, which involves selling puts against stocks, truly shines.

The Edge in Dividends investing

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Many of the trades we take here at Option Samurai involve using dividends (And also buybacks, but this will be covered in a future post).

What is Expected Value and 3 ways to use it

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In the realm of trading strategies, Expected Value (EV) is a statistical measure that seeks to predict the potential profitability of a particular strategy, given certain market conditions. By...

Implied Volatility backtest pt 3: IV and RV

6 min read

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In the past two parts, we saw that IV and RV are both mean-reverting. We also saw that we could use the edge generated from this mean-reverting behavior in our trading when we measure them using...

Trading Leap options - Part 1

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Options have inherited strengths compared with vanilla stock positions, and it's important to play to those strengths and try to minimize exposure to the weaknesses. This is the first part of a...

Volatility Skew Rank - Part 1

5 min read

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This will be the first in a series of articles that dive into the advanced applications of implied volatility. You can read the first series of articles about IV in the implied volatility category...

Calculating Options Expected Value using Monte Carlo Analysis

12 min read

Expected ValueUnique

Expected Value (EV) is a statistical measure designed to help understand the value of a variable over time under uncertain conditions. This article will describe how you can apply it to options...

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