It has been over a year since I embarked on mission of rearchitecting a trading system. New architecture comprises of components running on Windows as well as Linux. Every time I had to experiment with Linux based components, I had to go down the path of either deploy a new VM or run a virtual box on top of my Windows system.
I was looking for some solution where I could run Linux shell along with Windows so I do not have to go though trouble of deploying a full Linux VM. In Windows build 16215, Microsoft provided the perfect solution I was looking for. Windows 10 has new option of deploying Linux in Windows. You can get the details from following Microsoft documentation link.
As you will find from documentation that set up process could not be simpler than what Microsoft has provided. I started with compilation and installation of latest Redis build. It was a very smooth experience. I had my Linux build of Redis cache running along with my Asp.Net MVC application. No more hassle of Linux VMs. I would strongly recommend deploying Ubuntu inside Windows if you find yourself using Linux based components along with your Windows based application components.