Greed and Fear - Daily trading signals based on mathematics and software, no opinion, no emotion, no ego.

First book in the bookstore is from Dr. Brett Steenbarger, I'm a real fan of his books and his way of discussing the financial markets. You can pick any book from him, it's worth reading! Through all my writing, you can see his strong influence.

Then there are some other authors that have written interesting books (in random order) like the one about Lizard Brains by Terry Burham. Then there's some work of the legendary Dr. Alexander Elder.

The book by John Paulos was fun to read. The way he dealt with his Enron stocks is something we all can relate to. The mathematical part comes in when he explains some very interesting experiments. A Ph.D in mathematics is not required though ;-)

These books are mainly about the psychological side of trading, about getting the proper mentality to become a successful trader. In my view, that is by far the most important part about trading. There is some technical analysis, but that is just a smaller portion of the book. Mark Douglas book is a great example of that, it doesn't contain a single chart(!)

If you're looking for more pattern analysis, using indicators etc then there are some titles below the ones just listed. There's the famous Encyclopedia of chart patters and also The master swing trader.

Next section is about mechanical trading and how to apply this is in automatic trading and even high frequency trading.

 

Trading psychology

Brett N. Steenbarger -The daily trading coach

Must read! Steenbarger is always a 'must read'. This book has many, many valuable advise for any trader.

Brett N. Steenbarger - The psychology of trading

Must read! No further explanation required.

Brett N. Steenbarger - Enhancing trader performance

Must read! No further explanation required.

John Allen Paulos - A mathematician plays the stock market

Fun to read and a good start to look at the markets in a different way. The reader can really sympathise with the writer.

Terry Burnham - Mean markets and lizard brains

I really liked the 'lizard' segments in this book. This book makes humans sometimes look like idiots. Which they are ofcourse.

Alexander Elder - Trading for a living

A lot of market psychology and technical indicators.

Mike Bellafiore - One good trade

This is even fun to read for non-traders as it has lots of humor. It also points out that there is no 'easy way' of making money in the trading world. Trading is just very difficult and requires hard work and long hours. Take it one trade at time. Contains some technical analysis and trade set ups, but it's mostly about attitude and mentality.

Mark Douglas - The disciplined trader

Sometimes a bit difficult or vague, but a very good book that explains what it takes to be a trader and how to 'unlearn' certain behavior, perceptions and expectations.

Technical analysis

Alexander Elder - Come into my trading room

A lot of technical analysis and trading psychology

Alan S. Farley - The master swing trader

A lot of technical indicators and ways to trade.

John Forman - The essentials of trading - from the basics to building a winning strategy

Analysis of markets is one thing, trading another. As a trader, you should absolutely keep a journal, build a trading plan, do your risk and money management etc. Next the book does some useful suggestions on entering and exiting trades in sometimes a mechanical way.

 

Thomas N. Bulkowski - Encyclopedia of chart patterns

Patterns, patterns, patterns.... Good to have seen it. In the end you can only trade so many patterns.

Mechanical, algorithmic and high frequency trading

Richard L. Weissman - Mechanical trading systems

Technical indicators used in mechanical way. Explains how to trade by rules and make trading more mechanical.

Ernest P. Chan - Quantitative trading - how to build your own algorithmic trading business

Like the previous book, this is mainly about mechanical trading, but taking it (at least) one step further. This results in suggestions for setting up automatic trading programs.

Laurence A. Connors - How markets really work

Once you start reading this book, at one point you will think 'This can't be true'. It gets rid of some old trading wisdoms that were never true in the first place.

 

Thomas Stridsman - Trading systems that work - building and evaluation effective trading systems

This book somewhat continues where Electronic and algorithmic trading technology left off. It explains more in-depth analysis of mechanical trading plans and measuring their performance. Again, don't be afraid of some algorithms here and there.

Irene Aldridge - High frequency trading  - a practical guide to algorithmic strategies and trading systems

Despite the sometimes harsh critics on Amazon, I liked this book very much. It does many suggestions with pros and cons on how to build HFT software and performance analysis. Be prepared for formulas and lots of math with many Greek symbols. If this scares you, then this book is definitely not for you. Otherwise: very good read.

Kendall Kim - Electronic and algorithmic trading technology

The author starts with a short history of electronic trading and how this has influenced general ideas about trading and how it has evolved into today's situation. This is followed by a series of ways to analyse certain automatic trading programs. This is all not too much in-depth and more general information