The author is pretty well known in the (very narrow I suppose) circle of quants using Python. He has a company working in the field[0] and also works for Continuum Analytics[1] which are the guys doing very interesting things in PyData community.
Continuum make a free alternative python distribution, Anaconda, which is listed on python.org as an alternate. They also sell other python tools on top of Anaconda.
In addition to the many, many libraries included with Anaconda, it installs ipython (and ipython notebook). I believe using Anaconda is among the easiest ways to get ipython on Windows, and you get all the other libs too.
[0] http://www.derivatives-analytics.com/ [1] http://continuum.io/our-team