This is a list of the trading books I recommend. I have read every book listed below. I will eventually add short reviews of each book.
An American Hedge Fund by Timothy Sykes
Reminiscences of a Stock Operator by Edwin Lefevre
How I made $2,000,000 in the Stock Market by Nicholas Darvas
You cannot really learn much trading strategy from this but it is a good little story about one trader’s experiences.
How to Make Money in Stocks by William O’Neil
So many people follow O’Neil’s CANSLIM strategy that it is important for every trader to be familiar with it.
How to Trade in Stocks by Jesse Livermore
I have not yet read this but it is on my reading list.
The Intelligent Investor by Benjamin Graham
The best introduction to fundamental investment analysis. Updated edition.
Investment Intelligence from Insider Trading by Nejat Seyhun
Good information on what insider selling and buying really means and when it is and is not important.
Investment Performance Measurement by Bruce J. Feibel
Great book on the nitty-gritty of calculating performance.
Market Wizards: Interviews with Top Traders by Jack Schwager
This (and the two sequels) is useful for giving insight into the psychology of trading.
Security Analysis (6th Edition) by Benjamin Graham & David Dodd
An understanding of fundamentals is useful, even for day-traders.
The Tax Guide for Traders by Robert Green
A good primer on tax issues for stock day-traders and other frequent traders of financial instruments.
JK Lasser’s Your Income Tax 2012 (for 2011 taxes)
Everyone should understand taxes. This is the guide, with a new installment each year.
Trade Like a Hedge Fund
Great book on empirical trading system development with tons of examples