Even on Windows 8 / .NET 4.5 it was not working initially, but with these additional tips I finally got it working.
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Install websocket support
-> Turn Windows features on or off -> Internet Information Services -> World Wide Web Services -> Application Development Features -> WebSocket Protocol -
in web.config, under appSettings, add this setting:
<add key="aspnet:UseTaskFriendlySynchronizationContext" value="true" />
SignalR automatically negotiates websockets, it does not have to be specified and nothing special is needed in code.