Thinking, Fast and Slow, Daniel Kahneman, 2011, Penguin
Excellent book on cognitive bias. A must read.
Beyond Greed and Fear, Hersh Shefrin, 2007, OUP USA
Relatively short book on cognitive bias in finance specifically. Worth reading if you don’t have time for Thinking, Fast and Slow.
The Education of a Speculator, Victor Niederhoffer, 1998, Wiley
Fascinating and esoteric book by a famous partly systematic, negative skew, hedge fund manager. Part autobiography, part book on the philosophy of trading. Optional reading.
More Money than God, Sebastian Mallaby, 2011, Penguin
A history of hedge funds, but also a very readable guide to different strategies. Compulsory ...