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Sometimes these words are used interchanged in just two consecutive sentences, therefore I don't expect there to be a big and obvious difference. Nevertheless, since people use the English language, words get connotations and that's what I'm asking for.

I recognised that "boast" is being used more often than "brag", see Google Ngram, dict.cc, and Google Search by itself for that.

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    They can be synonyms, but I can see boast being used in a positive sense, where brag is (almost?) exclusively negative: “This company boasts twenty years' experience in the field” is certainly not bad, but if this company brags about their experience, it is certainly negative. – oerkelens Nov 21 '14 at 9:08
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    In addition to @oerkelens’ comment, my instinctive gut feeling is that if you’re talking about things that aren’t true (“Yeah, I have three PhD’s and designed the Apollo 11 with one hand behind my back”), then you’re bragging more than boasting. This is particularly true if the verb is not qualified: you can either brag or boast about things that never happened, but if you’re just bragging/boasting (full stop), then I would usually assume that boast is about stuff that’s real, whereas brag might go either way. [cont’d-->] – Janus Bahs Jacquet Nov 21 '14 at 22:15
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    [-->cont’d] In other words, if someone says, “Don’t worry about X, he’s just b****ing”, I would understand boasting to mean that what X is talking about is true enough, but I shouldn’t let it get to me; whereas I would understand bragging to at least imply that I shouldn’t listen to X because half the stuff he’s bragging about isn’t even true. – Janus Bahs Jacquet Nov 21 '14 at 22:17
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    @oerkelens and JanusBahsJacquet: That actually helped my understanding of these words quite a lot, why didn't you write it as an answer? I would have upvoted them both since they're useful. – Fytch Nov 23 '14 at 18:08
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Here is the discussion of boast versus brag in Webster's Dictionary of Synonyms (1942):

boast, v. Boast, brag, vaunt, crow, gasconade agree in meaning to give vent in speech to one's pride in oneself (or one's family, one's connections, one's race, one's accomplishments, or the like). ... Boast is the general term; it may or may not carry a suggestion of contempt, or impute exaggeration, ostentation, vaingloriousness, or the like, to the boaster; [examples omitted]. Brag is more colloquial than boast, and carries a stronger implication of exaggeration and conceit; it often also implies glorying in one's superiority, or in what one can do as well as in what one is, or has, or has done. [Examples omitted.]

S.I. Hayakawa, Choose the Right Word (1968) puts boast and brag in a group with crow, gloat, pride, strut, and vaunt:

These words refer to feelings of self-congratulation. Boast may suggest justifiable self-satisfaction: a college that boasts an unusually high number of distinguished alumni.More oftn, however, the word suggests a self-important and tasteless pointing out of one's own successes [examples omitted]. Occasionally the word can refer to self-congratulation for a victory not yet won: He boasted that he would finish off the challenger in the first round. ...

Brag intensifies the note of tastelessness in boast, suggesting limitless conceit and, possibly, inaccuracy of the claims being made: [examples omitted].

A usage note in Merriam-Webster's Eleventh Collegiate Dictionary (2003) suggests that the Merriam-Webster view of boast and brag has evolved somewhat since 1942:

BOAST often suggests ostentation and exaggeration [example omitted], but it may imply a claiming with proper and justifiable pride [example omitted]. BRAG suggests crudity and artlessness in glorifying oneself [example omitted].

The general sense I get from these efforts to distinguish between the two terms is that, although both may be used in some instances to describe unjustifiable self-promotion, boast occasionally appears in connection with some objectively valid basis for high self-regard, whereas brag is almost without exception used in the context of crude self-aggrandizement. Still, I think that most English speakers today consider them to be virtually interchangeable when used in connection with the self-referential utterances of people who suffer from unduly inflated self-regard.

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