My general impression after having read almost every trading related book is that one should not expect too much. Reading books helps us generate ideas, but do not expect that anyone will hand you the keys to the kingdom for the price of a book. Trading is one of the hardest things to do. Only persistence, discipline, research, and hard work will help you turn some of the ideas into something useful and tradeable. That being said, here's a list of books that are interesting, stimulating, and helpful.
The (Mis)behavior of Markets, Benoit Mandelbrot & Richard L. Hudson
The Black Swan, Nassim Nicolas Taleb
Fooled by Randomness:The Hidden Role of Chance in Life and in the Markets, Nassim Nicholas Taleb
Street Smarts, High Probability Short-Term Trading Strategies, Linda Bradford Raschke and Laurence A. Connors
Long-Term Secrets to Short-Term Trading, Larry Williams
The Logical Trader: Applying a Method to the Madness, Mark B. Fisher
Capital Ideas: The Improbable Origins of Modern Wall Street, Peter L. Bernstein
Against the Gods: The Remarkable Story of Risk, Peter L. Bernstein
The Psychology of Trading: Tools and Techniques for Minding the Markets, Brett N. Steenbarger
Trading to Win: The Psychology of Mastering the Markets, Ari Kiev
Hedge Fund Masters: How Top Hedge Fund Traders Set Goals, Overcome Barriers, and Achieve Peak Performance, Ari Kiev
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, Scott Patterson
My Life as a Quant: Reflections on Physics and Finance, Emanuel Derman
The Poker Face of Wall Street, Aaron Brown
Hedgehogging, Barton Biggs
The Passion of the Western Mind: understanding the ideas that have shaped our world view, Richard Tarnas
Crisis Economics: A crash course in the future of finance, Nouriel Roubini & Stephen Mihm
