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Some highly recommended books

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Market Wizard
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Which books can you recommend?

Trying to revitalize this thread a bid:

I am currently reading the book Algorithmic Trading & DMA by Barry Johnson, which I highly recommend:

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It is interesting to know who are the guys you are playing against. It also will prevent you from ascending the Mount Everest with a pair of sandals. The book is relatively easy to read.

My next book afterward will be "Empricial Market Microstructure" by Joel Hasbrouck, I have already bought it and it sits and waits for me:


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This one is a bit more demanding, requires some basic mathematical skills, so it will take some time.

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