Private Investment Fund — Chile

Precision in
Uncertain Markets.

Grossi Capital manages private capital through disciplined quantitative strategies in options, futures, and alternative assets — applying systematic frameworks where most participants rely on intuition.

01 — Our Foundation

Three Principles. No Exceptions.

Quantitative Rigor

Every position is derived from systematic analysis of market microstructure, options flow, and volatility surface dynamics. We do not predict direction. We structure asymmetric payoff profiles within defined parameters.

Defined Risk Architecture

Capital preservation governs every decision. Maximum loss per position is capped before entry. Portfolio-level drawdown thresholds, position sizing rules, and market regime filters are non-negotiable systematic constraints.

Institutional Infrastructure

Operating through a regulated broker with professional-grade execution, real-time risk monitoring, and proprietary analytical tools developed in-house. Every trade is documented, reviewed, and incorporated into ongoing strategy refinement.

Markets are probabilistic systems that reward discipline and punish certainty. Our edge derives not from predicting direction, but from structuring asymmetric payoff profiles within defined risk parameters — and repeating that process systematically across hundreds of occurrences.

— Carlo Grossi, Principal

Founded 2024 · Chile · Private Fund

02 — Methodology

A Systematic Edge in Options.

Our primary strategy focuses on zero-days-to-expiration options on indexes and ETFs, supplemented by selective positions in large-cap stocks and index futures. Each trade emerges from a defined process: regime classification, structural analysis of dealer positioning and gamma exposure, and disciplined risk-defined execution.