List is updated approximately every other month. All links go to Amazon.
Price Action and Bar / Patterns / Volume
Investing with Volume Analysis: Identify, Follow, and Profit from Trends, Dormeir
Trading Price Action Trends, Brooks – Al Brook's work is perhaps the closest thing you will find to the type topics discussed on our site. He is an ‘easy' read if you are ready for it only.
Trading Price Action Reversals, Brooks
Trading Price Action Trading Ranges, Brooks – probably my favorite of his
A Complete Guide to Volume Price Analysis, Coulling –
Encyclopedia of Chart Patterns, Bulkowski – large index of patterns with statistics to back. Bulkowski's patterns are widely used in some form on this site with accompanying strategies to back them up.
Visual Guide to Chart Patterns (Bloomberg Financial), Bulkowski
System, Mathematical and Quant
Mathematical Methods For Foreign Exchange: A Financial Engineer's Approach, Lipton – not to be missed for system-based traders…discretionary traders easily benefit as well
Foreign Exchange Risk: Models, Instruments and Strategies, Wystup & Hakala
Volatility and Correlation: The Perfect Hedger and the Fox, Rebonato
Analysis of Financial Time Series, Tsay
Quantitative Trading: How to Build Your Own Algorithmic Trading Business, Chan – primer only and more of a heads up than a guide
Algorithmic Trading: Winning Strategies and Their Rationale, Chan
Inside The Black Box: A Simple Guide to Quantitative and High Frequency Trading, Narang
Technical Analysis, Other
The New Science of Technical Analysis, DeMark – DeMark was one of my first intros to trading and the most I gained from him was to simply “let go” of conventional thought.
New Market Timing Techniques: Innovative Studies in Market Rhythm & Price Exhaustion, DeMark
New Trading Systems and Methods, Kaufman – could easily be classified as systematic as well but many useful resources within
Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications, Murphy – one of the originals and still a good and relevant primer
Psychology
The Art of Contrary Thinking, Neill
Trading in the Zone: Master the Market With Confidence, Discipline and a Winning Attitude, Douglas – basically the “go-to” book for trading psychology
The Disciplined Trader: Developing Winning Attitudes, Douglas – the first of Douglas' books
Trading to Win: The Psychology of Mastering the Markets, Kiev
Mindset, The New Psychology of Success, Dweck
Bounce: Mozart, Federer, Picasso, Beckham, and the Science of Success, Syed
About Other Traders
Hedge Fund Market Wizards, Schwager
Market Wizard, Schwager – the huge bestseller
The New Market Wizards – 2nd in the series
Reminiscences of a Stock Operator – its a classic. no into needed here
Trader Vic: Methods of a Wall Street Master, Sperandeo
The Alchemy of Finance, Soros – a classic, one of my favorite introductions to global macro
The Invisible Hands: Top Hedge Fund Traders on Bubbles, Crashes, and Real Money, Drobny
Good For Beginners or More Depth
Foreign Exchange: A Practical Guide to the FX Markets, Weithers – as primers go, this is an excellent one offering a general brushstroke of the market, without omitting required detail to grasp underlying concepts.
A Foreign Exchange Primer, Shamah
Trading in the Global Currency Markets, Luca – lays the groundwork only
Follow The Trend: Diversified Managed Futures Trading, Clenow
About Stocks
The Intelligent Investor: The Definitive Book on Value Investing, Graham – another classic
How to Make Money in Stocks, O'Neill – set the precedent for much in the way of common sense investing, written by the founder of IBD
Choose Stocks Wisely: A Formula That Produced Amazing Returns, Allen – highly praised as the attention goes right to the balance sheet
Other
Basic Economics: A Common Sense Guide to the Economy, Sowell
The Tax Guide for Traders, Green – US only, but one of the very rare guides on the topic