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
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Stock Score Analysis
When trading options, we often focus on option specific data points such as IV, time decay, volatility, the Greeks, etc. These are essential measures that are unique to the options realm. However,...
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Implied Volatility Backtest 2: Predicting RV Change
6 min read
This is a multiple-article series. In part one, Implied Volatility backtest – Predicting IV Change, we discussed how the IV percentile predicts future IV change. In this article, we will test how...

Implied Volatility backtest - Predicting IV Change
6 min read
[We have just added another article in the series, about the Real Volatility (or Historical Volatility) backtest. Check it at Implied Volatility Backtest 2: Predicting RV Change]
We've often...
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Difference between IV Rank & IV Percentile
3 min read
In the OptionSamurai Scanner, we use IV Percentile to compare the IV of different stocks and call it “IV rank” as we think it is more intuitive to understand. We know that other market players...
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The Edge of Selling Puts
This is the third installment in our series into the edge of selling options. You can see the previous two parts here and here. Most of you probably noticed that in one of the researches we...

Implied volatility drop after earnings

Scaling into your trades
WHAT DOES IT MEAN TO SCALE INTO YOUR POSITIONS?
Imagine you are bullish on a stock and assume you have set aside $2000 capital to purchase 10 contracts of long calls. However, instead of deploying...

The Edge of Moving Average
This is the second part in the series about the edge of the market sentiment. The first part about relative strength edge was published a few weeks ago.
In this part I wish to describe a simple...

The edge of Mean Reversion Trades
Mean Reversion Trades
To be a profitable trader, you need to trade with an edge. What is a trading edge? In short, it is the opportunities or patterns that exist in the market that has a high...
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How to trade when a stock is over extended
As traders we are constantly on the look to understand the market's tendency and how to act on it. One way is by examining how stocks behave after they are oversold. We believe this is an essential...
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