I've successfully installed Windows 10 on an external SSD (Samsung EVO 500GB/custom enclosure) via USB3.0. It's more cost effective than using an external Thunderbolt drive. I have put games on them and connect it when I need them and boot via holding ALT during bootup to go into Windows. This is not via the Winclone/EFI route (which I couldn't get to work at all, by the way), but a WIN2GO route. If anyone is interested, I can do a simple write-up that may help others who don't want to use Bootcamp and put Windows on their primary drive. The problem with Windows is it has to be installed on an internal drive. OS X doesn't. OS X can be installed on an SD card if you want, but Windows is kind of a pain, so I think this write-up will help others because I did a lot of research and didn't find a clean guide, everything is just sporadic and there is a lot of misinformation out there. If anyone is interested please let me know and I will update the original thread. Note this guide will also work on any recent Mac, it doesn't have to be the Retina MacBook Pro.