You must have a small desk
+1 for fortunes formula
Behavioural finance:
Thinking Fast and Slow
Daniel Kahneman
Beyond Greed and Fear
Hersh Shefrin
Strategies:
More Money than God
Sebastian Mallaby
A history of hedge funds, but also a very readable guide to different strategies.
Expected Returns
Anti Ilmanen
Comprehensive guide to the sources of returns, and risk premia.
New Trading Systems and Methods
Perry J. Kaufman
Technical Analysis
Jack Schwager
Fundamental Analysis
Jack Schwager
Hedge Fund Market Wizards
Jack Schwager
Absolute returns
Ineichen
Risk:
The Black Swan
Nassim Taleb
Fooled by randomness
Nassim Taleb
Managing Financial Risk, Smithson.
Mechanics:
Trading commodities and financial futures
George Kleinman
Code complete
Unix in a nutshell
Python - essential reference
Learning python
The C programming language (K&R)
Stats:
Mills
The Econometric modelling of financial time series
Hendry
Dynamic Econometrics
Pricing:
Wilmott on Quantitative Finance.
Derivative securities. Jarrow and Turnbull
Hull
Stories:
The Education of a Speculator
Victor Niederhoffer
When Genius Failed: The Rise and Fall of Long Term Capital Management
Roger Lowenstein
Rogue Trader
Nick Leeson
The Greatest Trade Ever
Gregory Zuckerman
Extraordinary popular delusions and the madness of crowds
Mackay
Fools gold
Gillian Tett (+99 for Gillian Tett. Its the lisp. I can't get enough of it)
Dumb money
Anuff and Wolf
Barbarians at the Gate
The wolf of wall street
The smartest guys in the room
Everything by Michael Lewis.
Everything by Niall Ferguson
Bonfire of the Vanities
Wolf
