Running examples in 'AssetAllocation-Ex.R' failed
The error most likely occurred in:

> ### Name: backtest_allocation
> ### Title: Backtesting of asset allocation strategies
> ### Aliases: backtest_allocation
> 
> ### ** Examples
> 
> # Example 1: backtesting one of the asset allocations in the package
> us_60_40 <- asset_allocations$static$us_60_40
> bt_us_60_40 <- backtest_allocation(us_60_40,
+                                   ETFs$Prices,
+                                   ETFs$Returns,
+                                   ETFs$risk_free)
> 
> # show table with performance metrics
> bt_us_60_40$table_performance
                              United.States.60.40
Annualized Return                          0.0729
Annualized Std Dev                         0.1041
Annualized Sharpe (Rf=1.32%)               0.5642
daily downside risk                        0.0047
Annualised downside risk                   0.0739
Downside potential                         0.0020
Omega                                      1.1240
Sortino ratio                              0.0533
Upside potential                           0.0022
Upside potential ratio                     0.6257
Omega-sharpe ratio                         0.1240
Semi Deviation                             0.0048
Gain Deviation                             0.0047
Loss Deviation                             0.0054
Downside Deviation (MAR=210%)              0.0101
Downside Deviation (Rf=1.32%)              0.0047
Downside Deviation (0%)                    0.0046
Maximum Drawdown                           0.3260
Historical VaR (95%)                      -0.0098
Historical ES (95%)                       -0.0159
Modified VaR (95%)                        -0.0091
Modified ES (95%)                         -0.0111
> # Example 2: creating and backtesting an asset allocation from scratch
> 
> # create a strategy that invests equally in momentum (MTUM), value (VLUE),
> # low volatility (USMV) and quality (QUAL) ETFs.
> 
> factor_strat  <- list(name = "EW Factors",
+                       tickers = c("MTUM", "VLUE", "USMV", "QUAL"),
+                       default_weights = c(0.25, 0.25, 0.25, 0.25),
+                       rebalance_frequency = "month",
+                       portfolio_rule_fn = "constant_weights")
> 
> # get data for tickers using getSymbols
> factor_ETFs <- get_data_from_tickers(factor_strat$tickers,
+                                      starting_date = "2020-01-01")
Error in get(tickers[i]) : object 'MTUM' not found
Calls: get_data_from_tickers -> merge.xts -> get
Execution halted