[edgyswingset]

Fable: http://fable.io/

It's able to self-host as well. Check it out at http://fable.io/repl

F# also runs on .NET Core, which is cross-platform and comes with a good CLI. Documented, too: https://docs.microsoft.com/en-us/dotnet/articles/fsharp/tuto...

[lobster_johnson]

Fable looks great, and I might try it out, but I was thinking more along the lines of native, static compilation.