Asked if a transfer could happen before the deadline, Pellegrino said: "It's possible. It's probable.
"We never know but we have got some interest that maybe some of our players can go on loan but depends on the other club too. In the middle of negotiations there are money and budgets and after in the opposite way the same.
"We want to bring a player but it is difficult for us."
He added: "Every single squad can improve.
"If we cannot bring somebody that we trust and we are sure that he will improve then what is the point? To bring some body to be there? To be where? This is the point."