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 in Dividends investing
4 min read
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).
![Put-spread[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FPut-spread1.png&w=3840&q=90)
What is Expected Value and 3 ways to use it
6 min read
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
5 min read
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...
![leap-vs-stock-positions[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2Fleap-vs-stock-positions1.jpg&w=3840&q=90)
Trading Leap options - Part 1
3 min read
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...
![Smile-with-comments[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FSmile-with-comments1.jpg&w=3840&q=90)
Volatility Skew Rank - Part 1
4 min read
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
10 min read
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...

Using the Stock Valuation Excel Template - Step-by-Step guide
6 min read
With the addition of the Excel integration to the Samurai platform, we can now create advanced tools in Excel and increase our edge while trading. For example, we have shown in our Blog and Video...

RSI Backtest: Predicting the Stock Movement Using RSI - Part 1.
6 min read
Option Samurai’s option scanner is designed to help you find the best options trades in the market. To do that, we compile many data points from different sources to help you utilize different...

Stock Valuation Model (+Automatic excel import of stock data)
7 min read
What is Stock Valuation?
Stock valuation is the process of estimating the intrinsic value of a stock.
The stock valuation model is a simple model that helps you determine a company's intrinsic...

How to Import Options Data to Excel and Google Sheets (Including Templates)
6 min read
Most traders have spreadsheets they enter data in. This helps them analyze data and improve their workflow. However, importing data to the spreadsheet is a chore, and it wastes time. This problem...
Try our option scanner FREE for 14 days with no obligation
FIND TRADES NOW