DOC: Add note on installation to setting up dev env.

README.md

@@ -228,6 +228,12 @@ mkvirtualenv zipline
 pip install -r ./etc/requirements_dev.txt
 ```
 
+Finally, install zipline in develop mode (from the zipline source root dir):
+
+```
+python setup.py develop
+```
+
 Style Guide
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