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Well, installing OCaml from sources was always considered the hard way.

Basically you just need Cygwin and you are good. It worked for me when I last tried it.

Are binaries compiled with Cygwin Ocaml portable? As in, can they be distributed to other Windows systems that don't have Cygwin installed?

The documentation say yes.

With a caveat. If you depend on some cygwin libs for your ocaml program you need them on the other machine too.

Maybe you can copy them over as well. Or not. Not a win dev, sorry.

Cool, thanks.