I did some experience again this morning.

My Anaconda3 32 bit finally succeeded to compile cython after the patch here
http://stackoverflow.com/questions/24291506/building-minimal-cython-file-with-python-3-3-anaconda-under-windows-7

But it failed also on 64 bit.

So at the moment, problem is still open. Potential solutions are :

• a portable windows compiler (will not work on XP, but XP64 doesn't really exist)
• numba (means dropping cython and switching to conda installer, like pyzo),
• ... ?

Anyone has a better idea ?