We study several problems concerning convex polygons whose vertices lie in a Cartesian product (for short, grid) of two sets of n real numbers. First, we prove that every such grid contains a convex polygon with Ω(log n) vertices and that this bound is tight up to a constant factor. We generalize this result to d dimensions (for a fixed d ∈ N), and obtain a tight lower bound of Ω(log d−1 n) for the maximum number of points in convex position in a d-dimensional grid. Second, we present polynomial-time algorithms for computing the largest convex chain in a grid that contains no two points of the same x-or y-coordinate. We show how to efficiently approximate the maximum size of a supported convex polygon up to a factor of 2. Finally, we present exponential bounds on the maximum number of convex polygons in these grids, and for some restricted variants. These bounds are tight up to polynomial factors.