First we need to install python via Homebrew, there is a nice post at stackoverflow or check out python-guide.

~$ brew install python
~$ brew linkapps python
~$ sudo pip install --upgrade pip setuptools
~$ sudo pip install ipython

And finally ipython is working !

~> ipython

IPython 4.0.3 -- An enhanced Interactive Python.

  ?         -> Introduction and overview of IPython's features.
  %quickref -> Quick reference.
  help      -> Python's own help system.
  object?   -> Details about 'object', use 'object??' for extra details.

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