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

How To Choose A Naked Put Option For Premium Capture
3 min read
We are going to see how to choose an option for selling using a predefined scan. In this case, we’ll use the “High probability Naked puts (85% prob of worthless, good companies, good risk-return...

Directional Trading - Combing Low Volatility with Momentum and Trend Following (GDX Trade)
4 min read
The options market provides several opportunities to generate revenue depending on the strategy that best suits your trading needs. One of the most popular ways to trade the options market is to...
![Result-Chart[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FResult-Chart1.png&w=3840&q=90)
How to use SamurAI Options backtester
3 min read
This is the first post, describing our unique options backtester. Our options backtester allows the user to set up an event, and then see the behavior of stocks and/or options after that...
![ATR2[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FATR21.gif&w=3840&q=90)
Using ATR when trading options (Average True Range)
2 min read
Average True Range is a stock volatility measure developed by Welles Wilder in his book "New Concepts in Technical Trading Systems". The goal of the indicator is to find the "true" movement range...

Research, Analyse and Trade
2 min read
Option Samurai is designed to help you find trade ideas quickly. After using our predefined scanners to find ideas quickly, we display all the trades in a table so you can compare the trades...
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Causes for stock price crash
2 min read
A sudden crash in stock prices is very painful for investors and traders, and since we trade with options - Unexpected crush could be amplified and cause a lost of 100% of the money allocated to...

How To: Save customized screen
1 min read
Many users have asked us to allow them to save customized screens. Done. The save feature works such that it remembers all the parameters you've entered, but the date - so you can use it in the...
![IVPR-Stocks[1]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FIVPR-Stocks1.jpg&w=3840&q=90)
The Edge of Implied Volatility Percentile
3 min read
Implied volatility is one of the most important concepts in options trading. This is the measure most market players use to check if an option is expensive or cheap. In this post, we will be...

Market Sentiment Edge - Volatility
2 min read
This is the fourth part of our in-depth look into the various edges traders base their decision making. You can see part 3 here, and all related articles here. Those who are subscribed to our...
![Avg-Straddle-Return[2]](/_next/image/?url=%2Fapi%2Fmedia%2Ffile%2FAvg-Straddle-Return2.jpg&w=3840&q=90)
Trading Earning announcement with options
4 min read
Earning announcements are probably the most important corporate action for a public company. Due to the uncertainty of the announcement, the expected (and realized) volatility during these times is...
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