The Alchemy of Finance - George Soros, the George Soros Lecures at the Central European University; Reminiscences of a Stock Operator- Edwin Lefevre; Take on the Street -- Arthur Levitt; a Demon of Our Own Design- Richard Bookstaber; Zombie Economics - John Quiggan
All of these are essential reading for anyone having anything to do with markets and wall street or money. You have to read these before you read anything else. Then you are ready to start your education in forex or whatever..