For pyenv all is needed is to clone their git repository and add a couple of lines to your .bashrc.
If I want to run pip, I need to trust PYPA. It's their code I want to run, and I need to download it one way or another. If I don't trust them to keep their domain secure, I don't see why I would trust them to keep their github repo secure.
And the whole point of pip is to download code from PYPI and run it. pip, git, curl|bash, all do the same exact thing in this case. curl|bash just smells funny because it makes it more plainly obvious what is going on.
Beside, curl works on all linux AND on mac.
Saves time.
And the "more information" link https://raw.githubusercontent.com/pyenv/pyenv-installer in that script points to "400: Invalid request" result.
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That said, from a security standpoint, I'm not sure it's a good idea to run a script downloaded from the web, without verification, on your local command line:
If that URL ever gets hijacked, you would be running malicious code. At a minimum, you may want to take a look at the script before running it, or otherwise verify that you're downloading what you actually want to run.