Thanks !
I’m also releasing the sources for a game launcher and updater. I built it years ago for an UDK game, and brought it up to speed for UE4 this weekend.
Features :
- confirm with the user that he’s fine with installing where the updater is (in-place installation) ;
- download the game from an anonymous (possibly password-protected) FTP server and check the consistency of all files through MD5 ;
- has an about window you can customize ;
- will let you launch the game once it’s ready.
It’s not really an installer, but it makes an installer pretty pointless.
Sources are here. It’s made with Qt, so it’s portable, and you can build it as a static executable (single file program with icon, all DLLs including the compiler’s, etc 
).