In my experience OCaml is great for ad-hoc data processing (reading CSVs, parsing, groupping, summarizing data, etc). I’ve built multiple production systems for event processing and analytics simply relying on immutable data structures provided by the standard library. I also wrote a small library to help with stream processing since the built-in models aren’t optimized for certain use cases (see streaming). If you need more advanced analysis, you may want to take a look at raven.
Edit: Forgot to mention — yes, OCaml can be super fast if you ensure that your algorithms and memory usage are optimal.