F# is pretty much Microsoft's version of OCaml, but it diverges in some key features (for instance, it can do multicore but it does not have OCaml's functors).
It's a joy to work in
https://stackoverflow.com/questions/179492/f-changes-to-ocam...
Sadly OCaml support on Windows is not great, to put it nicely.
I just tried to start a project with F# and ended up abandoning, and am looking into Rust right now. I considered OCaml but its lack of multicore support and the ecosystem situation made me drop it.
My point was that even as second class citizen on .NET, F# has more tooling and available libraries than OCaml ever will on Windows.
For a long time OPAM did not support Windows, and right now cygwin or Linux subsystem still seem to be better ways than straight Win32 application support.
OCaml is quite nice on *NIX systems, on other kind of OSes not so much.