Found in 2 comments on Hacker News
peller · 2018-10-01 · Original thread
Related, Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris is also excellent.

https://www.amazon.com/Trading-Exchanges-Market-Microstructu...

These aren't really textbooks, but regardless, the Market Wizards series by Jack Schwagger is highly recommended:

https://www.amazon.com/Market-Wizards-Updated-Interviews-Tra...

https://www.amazon.com/New-Market-Wizards-Conversations-Amer...

https://www.amazon.com/Hedge-Fund-Market-Wizards-Winning/dp/...

SirLJ · 2017-06-03 · Original thread
I wish as a kid I had access to the following:

"More Money Than God: Hedge Funds and the Making of a New Elite" https://www.amazon.com/More-Money-Than-God-Relations/dp/0143...

Market Wizards, Updated: Interviews With Top Traders https://www.amazon.com/Market-Wizards-Updated-Interviews-Tra...

The New Market Wizards: Conversations with America's Top Traders https://www.amazon.com/New-Market-Wizards-Conversations-Amer...

Hedge Fund Market Wizards: How Winning Traders Win https://www.amazon.com/Hedge-Fund-Market-Wizards-Winning/dp/...

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