Some of this maybe a repeat to people as I often get asked for recommendations on how to get into algorithmic trading.
http://www.amazon.ca/Fortunes-Formula-Scientific-Betting-Cas... The history of hte first real quant
http://www.amazon.ca/Dark-Pools-Machine-Traders-Rigging-eboo... The history of the rise of algorithmic trading
The phyisics of wall street was mentioned by someone else, great book
http://www.amazon.ca/Quants-Whizzes-Conquered-Street-Destroy... This profiles 4 famous traders including Simons, alos a great book
http://www.amazon.ca/Heard-Street-Quantitative-Questions-Int... A must read if you want to get into quantitative finance.
As always, email if you'd like to chat.
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