Until C++ modules become widely available (Microsoft released experimental support for the import statement last December: https://blogs.msdn.microsoft.com/vcblog/2015/12/03/c-modules-in-vs-2015-update-1/ ), we still need to resort to precompiled headers as one way to reduce compilation times on Windows.
I have released today the first version of a tool that allows to auto-generate precompiled headers (usually named stdafx.h on Windows). Auto-generate stdafx.h is not as simple as it may seem. One may think that he could just make a grep in search of standard headers and then include all those lines in the stdafx.h of the project; but that does not take into account that some of those lines may be disabled depending on the macro values for instance. The tool uses the Boost wave preprocessor to preprocess the source code of a project and generates a header to be precompiled, including all the standard or third-party library headers referenced in the code.
Using the tool I have been to reduce compilation times on one of my Visual Studio projects by a factor of six. The source code and the binaries are at: