KDB+/Q by no doubt is one of the most powerful FP.
Even Microsoft started to promote FP in its release of F#, inspired by OCaml. It is promised to provide the power and productivity of FP, as well as interop with the .NET CLI libraries.
There were two books on F# so far. Don's book is especially comprehensive and could take you to the "expert" level of F#. Note: you don't have to buy books on OCaml because the F# books cover everything you need to know about FP and there are some difference between F# and OCaml. One of the good things in F# is its "#light" mode, which makes the syntax lighter, although some people might get annoyed by the fact that indentation becomes significant in the "#light" mode.