REMINISCENCES OF A STOCK OPERATOR by Edwin LeFevre
Reminiscences of a Stock Operator is the thinly disguised biography of Jesse Livermore, a remarkable character who first started speculating in New England bucket shops at the turn of the century. Livermore, who was banned from these shady operations because of his winning ways, soon moved to Wall Street where he made and lost his fortune several times over. What makes this book so valuable are the observations that LeFevre records about investing, speculating, and the nature of the market itself.
Some trading books can be a bit of a grind to get through. This is different. Although it dates from 1923 it's still an engaging read today and what's more.....it's in the public domain so you can read it free here.