I’m currently reading Trading and Exchanges by Larry Harris. In my opinion it’s pitched at just the right level. I’ve learned a lot about the hectic and heterogeneous landscape of trading and I’m only 70-odd pages in. Harris mixes a clear description of the field with interesting, explanatory or humorous side notes. Something that many good technology books do.
My favourite Quote so far:
The Brazilian Straddle
… consists of a large market position held against a one way airline ticket to Brazil held in the breat pocket …