monteplan¶
Monte Carlo financial planning simulator for Python.
monteplan models accumulation and decumulation with realistic taxes, multiple spending policies, multi-asset correlated portfolios, and professional reporting. Use it as a Python library, CLI tool, or interactive Streamlit web app.
Key Features¶
- Monte Carlo Engine -- Vectorized numpy simulation with monthly time steps and deterministic seeding
- 4 Return Models -- Multivariate normal, Student-t (fat tails), historical block bootstrap, Markov regime switching
- 5 Spending Policies -- Constant real, percent-of-portfolio, Guyton-Klinger guardrails, VPW, floor-and-ceiling
- Tax-Aware Withdrawals -- US federal progressive brackets, LTCG rates, RMD enforcement, configurable withdrawal ordering
- Multi-Account Support -- Taxable, traditional (401k/IRA), and Roth accounts with distinct tax treatment
- Guaranteed Income -- Social Security, pensions, and annuities with COLA adjustments
- Stress Testing -- Market crashes, lost decades, high inflation, and sequence-of-returns risk scenarios
- Sensitivity Analysis -- One-at-a-time tornado charts and 2D heatmaps
- Antithetic Variates -- Variance reduction for tighter confidence intervals
- Streamlit App -- Interactive web UI with Plotly charts, scenario comparison, and CSV export
Quick Start¶
from monteplan.config.defaults import default_plan, default_market, default_policies, default_sim_config
from monteplan.core.engine import simulate
result = simulate(default_plan(), default_market(), default_policies(), default_sim_config())
print(f"Success probability: {result.success_probability:.1%}")
See the Installation guide to get started, or jump straight to the First Simulation walkthrough.
Try It Now¶
Documentation Overview¶
| Section | Description |
|---|---|
| Getting Started | Installation, quick start, first simulation walkthrough |
| User Guide | Detailed coverage of every feature |
| Notebooks | Interactive Colab-ready tutorials and case studies |
| Case Studies | Real-world planning scenarios with analysis |
| Math & Assumptions | Model formulas, assumptions, and limitations |
| API Reference | Auto-generated from source docstrings |
Disclaimer
This is an educational tool for exploring financial planning concepts. It is not financial advice. Results are simulations based on simplified models and assumptions. Consult a qualified financial advisor for real planning decisions.