Option SamuraiSTART FOR FREE
Gianluca Longinotti

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

References

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
put3[1]

The Edge of Selling Puts

3 min read

Research

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...

Earnings

Implied volatility drop after earnings

2 min read

Education
64_ywju68d5yn

Scaling into your trades

4 min read

Education

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...

Moving Average edge

The Edge of Moving Average

3 min read

Research

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...

image3

The edge of Mean Reversion Trades

5 min read

Research

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...

over-extended-Infographic[1]

How to trade when a stock is over extended

1 min read

Guides

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...

risk1

The edge of relative strength - Risk on / Risk off

3 min read

Research

Traders that trade with the trend, increases their chances to be profitable in the long run. While it is impossible to completely predict the market, we can judge different patterns and sentiments...

Risk-vs-Return-Tradeoff[1]

Picking the perfect covered call strike

5 min read

Guides

Covered call is one of the most popular options strategies. Last week we mentioned that option-sellers have an edge when trading, and we talked a little bit about the edges in covered calls - They...

BX-1[1]

When to exercise call options early

3 min read

Education

We often use strategies that involve call options around dividend ex-date. Often times we sell calls and they might get exercised (for example our dividend capture strategies) and other times we...

fig1

How To Choose A Covered Call Using A Predefined Scanner ($MOS Example)

3 min read

Guides

In this article, we’re going to see how to choose an option for generating income. The strategy we’ll use is covered calls, which means we own a stock or will buy it then sell call options on the...

Try our option scanner FREE for 14 days with no obligation

FIND TRADES NOW
Gianluca Longinotti | Team | Option Samurai