Di Canio led Town to the League Two title last season - his first year in management - and was awarded with a new three-year contract to keep him at the
County Ground until 2015.
The club have kept up their form this term and currently sit fourth in League One.
Di Canio's impressive record has led him to be linked with jobs higher in the football pyramid - including
West Ham - where he had his most successful spell as a player - and Sheffield Wednesday, where he played from 1997 to 1999.
"It means people think I have already done a good job," he continued.
"They look at the statistics and think 'there is Di Canio, who has won nine games from 15 already'. Including last year, I've had more than 61% victories.
"It means they are looking at the people who have got good results at lower levels and that is something you appreciate.
"But it's not the club but the people that bet money who put you in second or third [favourite]. Before I signed for Swindon
I was linked to West Ham
and yet nobody contacted me."
Di Canio's managerial success - which has seen him win 45 out his 73 games in charge - has often been eclipsed by his off-field antics.
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