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/...

I might suggest you pick up copies of the books in the Market Wizards series. A good library should have them (or could get them). It's a series of interviews with some of the best in the field, across all kinds of different types of finance. They're enjoyable reads, filled with insight, and give a good broad perspective from which you can dive deeper into areas that you think might be especially interesting to you.

[1] Market Wizards - https://www.amazon.com/Market-Wizards-Jack-D-Schwager/dp/088...

[2] The New Market Wizards - https://www.amazon.com/New-Market-Wizards-Conversations-Amer...

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

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/...

FWIW this would be my list of books every investor should read, which is different from what you should read to work in finance but anyway ...

Capital Ideas: The Improbable Origins of Modern Wall Street by Peter L. Bernstein. A lively introduction to the theoretical foundations of modern finance and their history, Markowitz, Sharpe, etc. https://www.amazon.com/Capital-Ideas-Improbable-Origins-Mode...

The Essays of Warren Buffett : Lessons for Corporate America by Warren E. Buffett. In his own words...you can also find many if not all online, on Berkshire website https://www.amazon.com/The-Essays-Warren-Buffett-Corporate/d...

Buffett: The Making of an American Capitalist by Roger Lowenstein. Insightful biography...The Snowball was written more recently with Buffett's approval, but would read this one first https://www.amazon.com/Buffett-American-Capitalist-Roger-Low...

Common Stocks and Uncommon Profits and Other Writings by Philip A. Fisher. It's not widely appreciated, but Warren Buffett's method is 50% Ben Graham and 50% Phil Fisher. If you can find value stocks that are also great franchises, and hold onto them for dear life, you will be rich... if you also bet big, operate companies well, don't screw up, live in a bull market era and survive long enough, maybe as rich as Buffett. https://www.amazon.com/Common-Stocks-Uncommon-Profits-Writin...

The Intelligent Investor: A Book of Practical Counsel by Benjamin Graham. Classic introduction to value investing https://www.amazon.com/The-Intelligent-Investor-Practical-Co...

Unconventional Success: A Fundamental Approach to Personal Investment by David F. Swensen. Asset allocation, and the perils of mutual funds...leading endowment investor of our time (Yale) gives his advice for individuals https://www.amazon.com/Unconventional-Success-Fundamental-Ap...

The Most Important Thing: Uncommon Sense for the Thoughtful Investor by Howard Marks. Lessons in investing... at any time, any one of them can be 'the most important thing' and so they all are jointly and severally 'the most important thing'. https://www.amazon.com/The-Most-Important-Thing-Thoughtful/d...

The Investor's Anthology: Original Ideas from the Industry's Greatest Minds (Vols 1 and 2) by Charles D. Ellis (Editor), James R. Vertin (Editor). Essays from a broad selection of writers https://www.amazon.com/The-Investors-Anthology-Industrys-Inv... https://www.amazon.com/Classics-II-Another-Investors-Antholo...

The Money Masters; The New Money Masters; Money Masters of Our Time, by John Train. Methodologies of all-time great money managers, in their own words https://www.amazon.com/The-Money-Masters-John-Train/dp/08873... https://www.amazon.com/Money-Masters-Time-John-Train/dp/0887... https://www.amazon.com/New-Money-Masters-John-Train/dp/08873...

Market Wizards; The New Market Wizards; Hedge Fund Market Wizards, by Jack D. Schwager. Interviews of successful traders https://www.amazon.com/Market-Wizards-Jack-D-Schwager/dp/088... https://www.amazon.com/The-New-Market-Wizards-Conversations/... https://www.amazon.com/Hedge-Fund-Market-Wizards-Winning/dp/...

Manias, Panics, and Crashes: A History of Financial Crises by Charles P. Kindleberger. Why good markets go bad https://www.amazon.com/Manias-Panics-Crashes-Financial-Inves...

Reminiscences of a Stock Operator by Edwin Lefevre. Fictionalized biography of a famed early-20th century trader https://www.amazon.com/Reminiscences-Stock-Operator-Edwin-Le...

A Random Walk Down Wall Street: The Best and Latest Investment Advice Money Can Buy by Burton G. Malkiel. Reality check from an efficient market theorist https://www.amazon.com/Random-Walk-Down-Wall-Street/dp/03933...

This is a rollicking good read on links between Shannon, Kelly, Thorpe, who wrote 'Beat the Dealer' and was maybe the first hedge fund legend https://www.amazon.com/Fortunes-Formula-Scientific-Betting-C...

And maybe something on technical analysis, but not really sure what to recommend...a lot of people view it kind as mumbo jumbo, but I kind of think fundamentals are like playing your poker hand, technicals are like playing the opponents' tells...the chart gives you an idea of who owns it at what price, what levels might make people rethink positions. Maybe this one as an easy intro, dumb title notwithstanding https://www.amazon.com/Stan-Weinsteins-Secrets-Profiting-Mar...

The Market Wizards books are a bit dated, but still do a good job of profiling various trader mindsets across a number of markets.

http://www.amazon.com/The-New-Market-Wizards-Conversations/d... http://www.amazon.com/Market-Wizards-Interviews-Weinstein-Hi...

I'm surprised anyone would think that 20% returns are over the top - outsized returns in markets are hardly an industry secret. Triple digit returns are not unheard of. Most of the people making big money don't exactly advertise and some are downright reclusive. But they certainly do exist.

I recommend reading http://www.amazon.com/The-New-Market-Wizards-Conversations/d... and the other versions in the series - I think there is 4 now. These are candid interviews with the individuals involved. They are good reading just for the interested entrepreneur.