You don't need to do anything special for this. I don't see the need for a startup to "help" with this. Existing options are already sufficient. It would take a financial professional less than a day to write up a comprehensive guide to such a strategy.
E.g. if you want to lose $5,000 just buy a bunch of options that are way out of the money, that have a perhaps 1% chance of paying off.
99% of the time you lose $5,000, which is what you wanted.
1% of the time you win $500,000, which is a nice problem to have. That payoff will probably dwarf the financial penalty of whatever discontinuity you were trying to work around.
E.g. if you want to lose $5,000 just buy a bunch of options that are way out of the money, that have a perhaps 1% chance of paying off.
99% of the time you lose $5,000, which is what you wanted.
1% of the time you win $500,000, which is a nice problem to have. That payoff will probably dwarf the financial penalty of whatever discontinuity you were trying to work around.