Microsoft is targeting Financial Markets with its new, I could say, product Microsoft HPC (High Performance Computing) Server 2008.
http://www.microsoft.com/hpc/en/us/financial-services.aspx
It is indeed new, because it is in “beta” and the latest news from Microsoft HPC Server 2008 team’s blog dates with Nov 2009:
http://blogs.technet.com/WindowsHPC/
It is also free for evaluation from Microsoft web site:
http://www.microsoft.com/hpc/en/us/default.aspx
I also heard that, while most of the financial market providers use Real Time Linux based systems, London Stock Exchange (together with Microsoft) is trying (http://www.theregister.co.uk/2009/11/26/lse_crash_again/) to achieve the desired real time/latency related requirements with Windows based solutions and I guess they will switch to using Microsoft HPC Server 2008 soon.
In the meantime, Wikipedia suggests that some configurations using Microsoft HPC Server 2008 succeeded to rank the 23rd position in the list of top 500 fastest super-computers:
http://en.wikipedia.org/wiki/Windows_HPC_Server_2008
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