"Linux" is used here as "a linux distro" (which was pretty clear). Is there a runtime for a linux distro that is better than .NET?
I was doing Win32 development for 5 years and concluded the .NET development is the best way to go (Only if you can convince the marketing guy to include the 20MB runtime installer in the package)
In any event, you'll find Gemstone's kit more than accounts for .NET (and Java, for that matter) in the trade/financial space.