Can Cython compile to an EXE?

Can Cython compile to an EXE?

In principal it appears to be possible to do something like what you want,
according to the Embedding Pyrex
HOWTO. (Pyrex is
effectively a previous generation of Cython.)

Hmm… that name suggests a better search than I first tried: “embedding
cython” leads to this
page which sounds like
what you want.