Yes actually. It's a method called Soft resetting (or hard resetting if you turn the game off then back on). It's where you save just before encountering a Pokemon to get the desired Nature/IVs/Shininess you want. For certain consoles there are certain buttons that need to be pressed for this to happen. They are:
GB/GBC/GBA games: Press and hold A, B, Start, and Select.
XD: Gale of Darkness: Press and hold B, X, and Start.
DS games: Press and hold L, R, Start, and Select.
3DS games: Press and hold L, R, and Start or Select.
Credit to Bulbapedia for that.