Every financial model should be a single, reactive system.
Change one assumption. Watch it propagate through Cash Flow, Balance Sheet, Free Cash Flow, and DCF — all the way to implied share price — in under 50 ms.
The number that drives every DCF — derived rigorously from the operating model, not estimated by shortcuts.
Free Cash Flow to the Firm is derived rigorously from the operating model. EBIT flows to NOPAT, net of the tax shield. D&A adds back. Changes in net working capital and capex net out. The result is an auditable, driver-linked FCFF stream — ready for discounting.
From three-statement fundamentals to Monte Carlo stress tests and M&A models. One platform, zero spreadsheet chaos.
IS, CF, BS — fully linked with cash plug, retained earnings, and non-controlling interest.
WACC via CAPM, FCFF projections, Gordon Growth terminal value, sensitivity tables.
Named scenarios with Bear/Base/Bull presets, side-by-side comparison, waterfall charts.
10,000 simulation paths randomising WACC, growth, margins. P10/P50/P90 confidence bands.
Leveraged buyout with debt schedule, IRR waterfall, MOIC, and exit multiple sensitivity.
Acquirer + target accretion/dilution analysis with goodwill and pro forma EPS impact.
Black-Scholes and Binomial lattice for derivative valuation and implied volatility.
Multi-stage dividend discount model and sum-of-the-parts with segment-level multiples.
Search any public company worldwide — load 5+ years of Income Statement, Balance Sheet, and Cash Flow data directly into your model. Powered by Yahoo Finance with automatic balance-sheet plug.
Ask in plain English — Prometheus searches the library, pulls the right ticker, and populates your entire model automatically.
Whether you're valuing a startup or modelling a $50B acquisition, ModelForge scales to your level of complexity.
Build coverage-universe models in hours, not weeks. Auto-linked statements mean no more broken formulas.
Pitch-ready LBO, M&A, and DCF models that export to Excel with one click. Audit trail built in.
Monte Carlo stress tests and scenario analysis for every position. Quantify tail risk before you deploy capital.
Strategic planning with driver-based forecasts. See how CapEx, headcount, and margin assumptions cascade through the P&L.
Learn financial modelling on a real platform — not a static tutorial. ModelForge is free for .edu accounts.
Built by analysts, for analysts. ModelForge exists because financial modelling deserves better tools.
“Every financial model should be a single, reactive system.”
Financial modelling today is fragmented. Analysts spend more time debugging broken cell references, reconciling mismatched sheets, and copy-pasting between disconnected workbooks than actually thinking about the business. A single broken link in a 3-statement model can cascade into a mispriced deal, a flawed pitch, or a missed investment.
ModelForge is built on a simple conviction: every model should be a single, reactive system — where changing one assumption in the Income Statement instantly propagates through Cash Flow, Balance Sheet, Free Cash Flow, DCF valuation, scenarios, and Monte Carlo simulations, all the way to implied share price.
Every metric — implied price, WACC, EV, IRR — derives from a single set of auditable assumptions. Change once, update everywhere.
The rigour of a bulge-bracket model book with the speed of a modern web application. No installation, no VBA, no version conflicts.
Every calculation is visible and auditable. WACC decomposition, FCF bridge, sensitivity tables — nothing is hidden in a black box.
From a single-name DCF to a 10-scenario, multi-company comparison with Monte Carlo overlays — handles micro-cap to mega-cap alike.
ModelForge ships weekly. Yahoo Finance data layer, AI-suggested assumptions, collaborative workspaces, and model version control — all live or in the pipeline.
ModelForge is the platform we're building for ourselves — and for every analyst who deserves better tools.
If you believe financial modelling should be reactive, auditable, and fast — join us.
Join the Beta →ModelForge ships weekly. The intelligent quant operating system — built for professionals.
IS, CF, BS with full cash-plug linkage and NCI support
WACC, FCFF, Gordon Growth, IRR, ARR, payback period
10,000 paths with P10/P90 and sensitivity tornado
Bear/Base/Bull with waterfall chart and assumption diff
Auto-populate 10yr IS/BS/CF from any global ticker — powered by Yahoo Finance with automatic balance-sheet plug
Claude-powered suggestions for growth, margins, and betas
Reactive DAG propagating changes across all linked models
Two specialised agents working in concert. Prometheus handles conversation, library lookup, and model population. Hades silently executes heavy quant math across 20 models. Both respect The Key as the single source of truth. Self-hosted on Ollama — your data never leaves your machine.
Conversational agent: searches the library, populates The Key, runs the pyramid, and explains outputs in plain English. Human-in-the-loop at every step.
Silent quant execution engine: handles stochastic models, market microstructure, portfolio construction, entropy analysis, and regime detection — on demand.
Real-time multiplayer editing with role-based permissions
Full-fidelity bi-directional Excel workbook sync
Mean-reverting variance process, calibration to IV surface, and closed-form option pricing under stochastic vol
Intensity-driven jump model for credit default and rare event simulation with stochastic arrival rates
Unsupervised regime classification (bull/bear/crash) with Viterbi decoding and transition probability matrices
Optimal bid-ask spread derivation with inventory risk, adverse selection penalties, and urgency control
Cointegration scanner, z-score signals, half-life decay via Ornstein-Uhlenbeck calibration, and regime-aware pair selection
Time-average vs ensemble-average analysis; Kelly criterion derivation; multiplicative growth path simulation
Lopez de Prado's tree-based portfolio construction — no matrix inversion required, stable under correlated assets
Market efficiency measurement, signal-to-noise decomposition, and entropy-based concentration analysis
Generative adversarial network for synthetic OHLCV simulation, distribution matching, and stress scenario generation
Self-exciting order flow simulation, cross-asset contagion modelling, calibration, and trade impact estimation
Multi-state lattice model for correlated asset clustering, phase transitions, and collective market behaviour
Graph-theoretic path enumeration over financial networks for contagion stress testing and systemic risk scoring
Nelson-Siegel-Svensson yield construction + SABR implied volatility surface explorer with arbitrage-free interpolation
Power-law volatility decay model after market shocks — calibration, forecast, and recovery timeline estimation
Optimal transport metric for distribution comparison, portfolio divergence analysis, and robust moment matching
Non-parametric time-series decomposition into trend, oscillatory, and noise components — no model assumptions required
Algorithmic entropy of price sequences for market efficiency testing, regime change detection, and predictability scoring
Mean-reversion speed calibration, entry/exit signal generation, and full price path simulation with confidence bands
Marchenko-Pastur random matrix filtering to isolate genuine co-movement from pure noise in correlation matrices
Scale-free cascade model for tail-risk quantification, systemic fragility scoring, and avalanche size distribution
Vote on the features that matter most to you, or tell us what's missing. Every vote shapes the roadmap.
LBO, M&A comps, credit analysis, and industry-specific starters
Full-fidelity bi-directional sync with .xlsx workbooks
Real-time co-editing, comments, and role-based permissions
Join the beta today. No credit card required. Start with a blank project or load 10 years of historical data in seconds.