On the other hand, it may be possible to use F# on Linux with .NET Core now.
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.