@cbae: why bizzare? :) Many hedge funds use .NET technologies, having to switch constantly between R and Matlab and our own C# financial libraries get's cumbersome. Now we can load our data in a C# environment, explore it, run back-tests, and quickly deploy new ideas.
A big issue for us has always been the need to keep large amounts of data in memory, without constantly restarting the program. CShell allows us to do that.
Plus, CShell, is built on awesome opensource projects, like NRefactory, AvalonEdit, AvalonDock, Caliburn.Micro... why not give back?
@organicit: well we are merging efforts with ScriptSc, but keep in mind that ScriptCs has only a command line REPL.
CShell is a WPF app, from the REPL you have access to the UI shell, you can plot easily, dump data (quite like LINQPad), and so on. Also, since it's WPF and uses AvalonEdit, we can have VS like code completion.
If you look at ScriptCs branch, you'll be able to see that we are switching to use ScriptCs under the hood.