Hello,

I'm running a conditional logistic regression, with over 400 variables and 750000 rows of data. At present it takes 7-8 minutes to process, but due to the nature of the financial trading I'm using the model for, I need to run the model 30 to 40 times a day, as I add real time market information to one of the variables.

I've tried a two step process but I'm losing predictive accuracy.

Is there any way to run a regression of this scale quickly (45-60 seconds)?

Thanks,
Paul