Followed the instructions at https://fdopen.github.io/opam-repository-mingw/installation/
Using Windows 10 home version 1809 (recent).
Tried both the graphical installer and manual installation.
Got the same error when trying to compile:
$ ocamlfind ocamlopt -o rho_z -linkpkg -package zarith rho_z.ml
Cannot set stack reserve: File “coff.ml”, line 946, characters 4-10: Assertion failed
my stack limit (on Cygwin) is 65 MB
~/ocaml/rho_mp_timing$ ulimit -s