External GPU on MacBook Pro (Mid 2012) I am starting to learn Cuda programming for scientific computing (in particular computational quantum chemistry) and I would like to test my programs on a decent Cuda-enabled GPU. The Intel HD Graphics 4000 1024 MB integrated in my MacBook Pro (Mid 2012) does not meet exactly my expectations. Recently Nvidia announced the GTX 1080 for a decent prize.

According to come websites it is possible to connect an external GPU to a MacBook via Thunderbolt. I would like to know if somebody already tested this option and if there is some difficulties/problems one should be aware of.

In addition I saw that there are some website that already sell a chassis with with a GPU. The chassis is quite expensive... Is a chassis really necessary or the GPU could be connected directly to the MacBook without any additional component (Thunderbold cable excluded, obviously)?
Attaching an external GPU to a MacBook Pro via Thunderbolt has been tested and tried, yes. The specific GTX 1080 has not ofcourse, as it hasn't been released yet.

You will need the chassis. There's no way to connect the GPU over Thunderbolt without the chassis (or similar device - it doesn't actually have to be a metal box, but the electronics needs to be there).