The four advisor surfaces
Forecast comparison
Run the same client plan through six publicly-published Capital Market Expectations — J.P. Morgan, BlackRock, Vanguard, GMO, Schwab, Invesco — and produce a side-by-side white-label PDF. The kind of analysis that defends a recommendation in a fiduciary review.
Open the comparison tool →Scenario templates
Five pre-built advisor archetypes — FIRE bridge to 65, Roth conversion ladder ages 55–65, ACA cliff optimization, Roth-glide tax-torpedo plan, and survivorship / widowhood projection. Loads as a starting point for the comparison tool; saves 20–40 minutes per client on data entry.
Browse the templates →Saved plan workspace
A lightweight in-browser plan manager. Save plans by client name, recall later, export to CSV for record-keeping, import to move between machines. No accounts, no servers store your data — your saved plans live in your browser's localStorage.
Open the plan manager →Methodology supplement
Auto-generated four-page documentation packet attached to every advisor PDF: simulation parameters, sampling regime, volatility and correlation matrices, citation list for each forecast source, and a fiduciary-process summary. The kind of attachment that closes a compliance review without follow-up questions.
Bundled with every PDF →What advisors should know about the engine
QuantCalc's simulation engine is the same one we use for the public app and the open-data research piece ("Does the 4% rule survive forward-looking forecasts?"). The methodology is documented on a public page; the data behind the research piece is released under CC0 for reproducibility.
- Sampling. Pseudo-random Mersenne Twister by default for tail-sensitive outputs; Sobol QMC available for fast convergence on means.
- Returns. Six publicly-published Capital Market Expectations sourced from each firm's public publication or widely-circulated financial press. We do not source from paywalled portals.
- Volatility / correlations. J.P. Morgan published values used as the default normalizer (most complete public dataset); historical 1926–2025 and equilibrium models also available.
- Inflation. Deterministic 2.5% CPI default; AR(1), regime-switching, and bootstrap models also exposed.
- Tax modeling. 51-jurisdiction state income tax, IRMAA two-factor scaling, ACA cliff, Roth conversion optimizer.
Volatility/correlation/inflation choices are documented in the methodology supplement attached to every advisor PDF.
Questions about the engine, methodology, or licensing? Email [email protected].