Yes, but you have to compile, actually first you have to install a compiler (make sure to use -03, we don't want those debugging symbols to slow us down), then chmod +x, then become root (otherwise ulimit will kill it) and then execute.
Or just email to all your friends and tell them it's a word document with a cool macro.
Hm in the old days we could also
echo coolapp.exe >> autoexec.bat