This is to help people get forward signal of their inverse volatility allocation strategy. https://www.portfoliovisualizer.com/ used to provide this for free, but now it requires a subscription.
If you are interested why this may help build your portfolio, see https://quantdare.com/risk-parity-versus-inverse-volatility/ and https://www.physixfan.com/risk-parity-touziceluegaijinbandongtaidiaozhenguprohetmfdebili/ (in Chinese)
pip3 install numpy
pip3 install requests
./inverse_volatility.py
Portfolio: ['UPRO', 'TMF'], as of 2020-02-15 (window size is 20 days)
UPRO allocation ratio: 49.09% (anualized volatility: 39.87%, performance: 5.36%)
TMF allocation ratio: 50.91% (anualized volatility: 38.45%, performance: 11.64%)
Checking against Portfolio Visualizer: 
./inverse_volatility.py upro,voo,edv # comma separated symbols
Portfolio: ['UPRO', 'VOO', 'EDV'], as of 2020-02-15 (window size is 20 days)
UPRO allocation ratio: 15.79% (anualized volatility: 39.87%, performance: 5.36%)
VOO allocation ratio: 47.22% (anualized volatility: 13.33%, performance: 2.06%)
EDV allocation ratio: 36.98% (anualized volatility: 17.03%, performance: 5.63%)
Checking against Portfolio Visualizer: 
Data source: https://finance.yahoo.com/quote/VOO/history?p=VOO -> Historical Data -> Download Data
Note that the cookie in the code may expire that you need to update the crumb parameter in the url along with your cookie from browser accordingly.
React
Typescript
Django
Laravel
Facebook
Microsoft
Google
Alibaba
D3
Tencent