UPDATE: The guide has been updated to be clearer, here.

Here are the steps I took to install a Ubuntu dual boot Python trading system sandbox on my Windows machine:

install ubuntu via wubi 15gb+

remove games

install flash

sudo apt-get install flashplugin-nonfree

install gvim

edit .vimrc

add .vim/colors/vibrantink.vim

vim.org/scripts/script.php?script_id=1794

configure python

sudo apt-get build-dep python-numpy python python-scipy python-gtk2 python-imaging ipython

sudo apt-get install python-numpy python-profiler python-gtk2 python-scipy python-matplotlib python-matplotlib-doc ipython pychecker pylint pyflakes python-doc python-examples python-imaging python-scientific python-serial python-docutils python-glade2

install TWS

http://www.interactivebrokers.com/download/unixmacosx.jar

mv Desktop/unixmacosx.jar .

jar xf unixmacosx.jar

install java 6

fix installation

sudo apt-get -f install

activate API connections

install IbPy

wget http://ibpy.googlecode.com/files/IbPy-0.7.6-9.51.tar.gz

tar xfz IbPy-0.7.6-9.51.tar.gz

cd IbPy-0.7.6-9.51/

sudo python setup.py install

run TWS

cd IBJts

java -cp jts.jar:pluginsupport.jar:riskfeed.jar:hsqldb.jar:jcommon-1.0.12.jar:jfreechart-1.0.9.jar:jhall.jar:other.jar:rss.jar -Xmx256M jclient.LoginFrame .

run IbPy demo

python IbPy-0.7.6-9.51/demo/example_opt

You are definitely going to need to be familiar with the terminal to follow these steps. Basically the idea of the step is to the left and the terminal command is indented, except in a few cases. This is basically just a note for myself I thought might be useful.

IbPy is a great API for Interactive Brokers and Python has a mode, 'ipython -pylab', that replicates Matlab's commands. I'm enjoying it.