MonetDB only compresses String (Varchar and char) types using dictionary compression and only if the number of unique strings in a column is small.
Integrating any other kind of compression (even simple ones like Prefix-Coding, Run-length Encoding, Delta-compression, ...) need a complete rewrite of the system because the operators have to be made compression-aware (which pretty much means creating a new operator).
The only thing that may be feasible without a complete rewrite is having dedicated compression operators the compress/decompress data instead of spilling to disk. However, this would be very close to the memory compression apple implemented in Mavericks