Ten Ways to Improve Data Warehouse Performance
It's from Sybase, but should have lots of great tips no matter what database platform you work on:
"Attendees will learn how to…
Use historical data and analysis tools to tune data warehouse performance.
Know when to build smaller data marts around your main data warehouse to offload work and leverage existing IT investments.
Achieve operational business intelligence capabilities by supplementing traditional strategic and tactical information with “right time” data."

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