The platform is different from classic backtest platforms as it uses simulations to determine optimal parameters following a Bayesian inference approach. Moreover, the platform generates data based on the members' individual investing contexts so as to optimize returns.

bolero club takes entry and exit positions at a frequency that resembles that of swing trading (over a period of a few days to several weeks). Entry and exit positions are arbitrated on momentum criteria.

bolero club is a closed club as not everyone can invest with it. The club is meant for patient and open-minded investors with a long investment horizon at hand. New members can only be invited by existing members.

The member experience is designed around simplicity:

• Inscription on bolero.club .
• Selection of a share dealing account (so as to account for fees in simulations).
• Logging of an initial deposit.
• Definition of an investment horizon.

After this, the platform assigns the member to a pool running backtests 24/7, continuously optimizing entry and exit parameters based on the deposits and withdrawals history of members investing in similar conditions.

Then, simple emails are sent with buy, hold and sell instructions as well as statistics on past and forecast returns.

bolero club is 100% free. And will always be.

bolero club is 100% anonymous. Members login using a pseudonym and an email address.

The original idea for the platform originated while watching the orchestral piece Boléro from Ravel at a theatre. The actual piece in itself is a good illustration of the journey with the platform: a slow start and a pace that gains momentum over time.

Us! Contact us at linkedin.com/in/nicolasberthier  and linkedin.com/in/marcus-ripley . Made with ❤️ in the UK.

The club currently doesn't have enough active members to calculate a Sharpe ratio.

Currently, the club largest holdings are BITCOIN (cryptocurrency), QUICKSWAP (cryptocurrency) and THETA-FUEL (cryptocurrency). In total, club members own 19 different assets across 6 markets. The club current cash allocation is 2.1%.

The club current AUM is $14154.93.

The platform dataset currently contains 29039 assets (equities and cryptocurrencies) with 5 years of history.

All 12 computation pools each contain 1000 simulations perpetually rotated.

So far, the reinforcement learning model has trained for 39602 hours.

The platform handles traditional causal inference and backtesting biases (survivorship bias, lookahead bias, stock-split bias, overfitting bias only to name a few).

The platform does not try to predict the price of assets. It does, however, try to maximize returns for members by suggesting timed entry and exit signals.

No. The platform only works at the level of individual assets.

Yes. A number of mechanisms are built into the platform to protect portfolios against severe corrections. If the set investment horizon is long enough, backtests will traverse most past years corrections and learn from them. Also, the platform tends to buy small capitalization assets less sensitive to global price moves.

The longer the better. When a member sets a short investment horizon, the platform will lower its risk profile to maximize (lower) returns.

In the UK, all companies listed on INDEXFTSE: AXX +INDEXFTSE: ASX. In France, EPA: ENX. In Brasil, INDEXBVMF: IBOV. In the US: INDEXNYSEGIS: NYA. In the cryptocurrency space, all projects listed on major exchanges. ETF are not included.

There is no minimum amount required. It is recommended to invest a small amount consistently over time whilst avoiding brokers who charge high transaction fees. Similarly, there is no optimal global amount to invest in the platform. It will adapt to maximize returns regardless of the deposit profile of the member.

No.

Both. bolero club leverages an in-house model built entirely from scratch based on a system sharing similarities with a neural network, but without being one (internally called "dancers"). On top of this, the platform also leverages full-blown neural networks (internally called "trainers"). The club uses both approaches concurrently.

bolero club leverages a mix of machine learning techniques to guide the reinforcement learning channel: most notably exponential regression detection (ordinary least squares method), dimensionality reduction (principal component analysis) and hyper-parameters tuning (randomized parameter optimization with genetic algorithms). As the platform generates its own dataset continuously, it is categorized as online learning.

The reinforcement learning model implements K-Folds cross-validation by sampling simulations start and end dates as well as working assets.

The "dancer" model revolves around about 50 features, most of them pertaining to exponential regression calculations and diversification behaviours. Keeping a low number of features is important to control overfitting through regularization.

It is accepted that genetic algorithms are a subclass of evolutionary algorithms that bring the ability for parent individuals to produce an offspring (crossover) on top of regular evolutionary algorithms mutations. As bolero club leverages both mutations and crossovers, it is categorized as leveraging genetic algorithms.

Meet the Atari Breakout bot. The bot continuously tries different strategies to understand how to break blocks in the most efficient manner.

A lot of try and miss at the beginning.

Then it becomes better and doesn't let the ball fall.

At some point, it is pretty good at it and even finds unconventional, optimal ways to score as much as possible.

Similarly, bolero club tries different swing trading momentum strategies on each member's market until an optimum is found. This optimum is then used to send signals to members to manage real-life positions, whenever required.

No, it doesn't. It is recommended to use the platform on a tax-efficient share dealing account, such as an ISA wrapper in the UK for instance.

Yes.

Low fee momentum ETF (for instance IWMO from iShares or VFMO from Vanguard) are a simple way to get exposure to momentum stocks. bolero club was started after realizing that they don't always dramatically beat the trackers they are based on. The platform is meant to be fun, giving members the thrill of buying and selling individual stocks as a diversification tool to portfolios that often leverage mainstream ETF anyway.

Logging deposits and withdrawals is important for two reasons:

• It allows a precise calculation of actual returns using the internal rate of returns method (IRR).
• It provides estimates of average monthly deposits and withdrawals to simulations for accurate backtests.

Absolutely! Simply log paper positions as normal positions and the platform will do the rest.

The platform uses the following Python packages: alpha_vantage, beautifulsoup4, black, checksumdir, click, colorama, cookiecutter, coverage, crispy-forms-foundation, croniter, css-inline, django, django-background-task, django-crispy-forms, django-dbbackup, django-hijack, django-maintenance-mode, django-prometheus, django-recaptcha, djangorestframework, django-sass-processor, djlint, fake-useragent, filelock, flake8, freezegun, gunicorn, hypothesis, keras, keras-rl2, loguru, matplotlib, numpy, numpy-financial, objgraph, pandas, paramiko, psutil, pycodestyle, pygithub, pypac, pytest, pytest-cov, pytest-django, pytest-sugar, requests, requests-cache, scikit-learn, snakeviz, stripe, tabulate, tensorflow, textile, tox and yfinance.

Shout out to all contributors. 🙏

TensorTrade  is an awesome library. Even though bolero club is close to TensorTrade from a design perspective, it is not built on top of it. This is mainly driven by the requirement to control aspects of the code that provide a customized user experience for members.

The platform implements Google reCAPTCHA to avoid spam or abusive traffic on the website.

All virtual servers making up the bolero club platform are hosted by Vultr with an SLA of 100% host node uptime and 100% network uptime (vultr.com/company/sla ). All databases are backed up to a secondary cloud service provider every hour.

All stock data is coming from ALPHA VANTAGE (alphavantage.co ) as primary and Yahoo! Finance (finance.yahoo.com ) as secondary. When required, the platform builds stocks from both sources to maximize data quality. All cryptocurrency data is coming from CoinGecko (coingecko.com ).

No. As much as bolero club is a closed club, its core code is closed source. As we know, beating the market involves doing what other people don't.

No.

Only for Binance hare dealing account and to retrieve positions (to automated orders).