So, hold on, how do you then link your front-end with the backend (which you claimed you run on different operating systems)? You run a windows machine and then pub/sub between that and your linux machine? Now you run 2 OSs on different machines (because obviously you cant run both OSs concurrently on the same machine, at least not with additional effort, exponentially increasing your point of failures.).
And then I also do not understand, where specifically can you not "For serious guys doing a lot of heaving coding, scripting, code optimization, high-performance computing, data mining, etc, there is no other choice but Linux + other open source software coming together with a typical Linux distro."? Biggest horseshit ever. I bet with you if we compared pages, I would blow your whole trading architecture out of the water, I would blow your research platform out of the water, I would be able to better debug, profile, optimize code than you could, AND ALL THAT ON A PURE WINDOWS OS with heavy .NET usage involved. Of course do I also peruse open-source product, such as Redis, R, and the like.
Your statement alone that (I paraphrase) "on Linux you can do a lot of heavy coding and scripting than on a Windows OS" is totally ludicrous. All meaningful scripting languages are also fully supported on Windows and the overhead of scripting languages is nearly zero, so how does Windows pose a limitation?
The problem in threads like this is that there are too many wannabes and too few with true knowledge of the subject matter. I am still hoping to learn something meaningful but so far in this thread it has not occurred. (and in case you guys think the same about my posts, maybe this might be useful to all: KDB+ opened up its free-to use version by removing the timeouts, and limitation in its 32-bit version, and updating its contract wording to make it easier to use on a trial basis. Not sure everyone is aware of it, but maybe its interesting for those using columnar databases).
I use MS Windows as the front-end because my brokerage firm only supports Windows not Linux. I use Linux for all other activities in trading, backtesting, statistics, filtering, reporting, etc.
For serious guys doing a lot of heaving coding, scripting, code optimization, high-performance computing, data mining, etc, there is no other choice but Linux + other open source software coming together with a typical Linux distro.