There was another thread around here, asking for Alienware Alpha, so here is the answer - yes it is possible to have an eGPU on the Alpha, at least on the first generation Alpha.   While the hardware setup was relatively easy, the driver installation was somewhat tricky. The PCIe signal cable for the eGPU needs to be very flexible, luckily the GDX EXP cable is.    Hardware: Alienware Alpha R1, i3 4130T, 16GB RAM,  750GB HDD (GTX 860M dGPU)  Windows 8.1 (the original