IPython is a cool shell to run Python from and Pandas is a Python library for holding tabular data similar to R’s data frame.

To install the software run:
sudo apt-get install libzmq-dev python-dev g++ libfreetype6-dev libpng12-dev libblas-dev liblapack-dev gfortran cython libhdf5-serial-dev
sudo pip install ipython tornado pyzmq pygments numpy matplotlib scipy scikits.statsmodels pandas pytz numexpr tables

To run IPython notebook run:
ipython notebook --pylab inline

As an example, you can run the following code in the IPython web notebook to draw a chart of the S&P 500:
import datetime
import matplotlib.pyplot as plt
from pandas.io.data import DataReader

sp500 = DataReader("^GSPC", "yahoo", start=datetime.datetime(2000, 1, 1)) # returns a DataFrame
top = plt.subplot2grid((3,1), (0, 0), rowspan=2)
top.plot(sp500.index, sp500["Adj Close"])
bottom = plt.subplot2grid((3,1), (2,0))
bottom.bar(sp500.index, sp500.Volume)
plt.gcf().set_size_inches(18,8)