I've read several books on the markets....just received How I Made $2,000,000 In The Stock Market by Nicolas Darvas...seems like an easy read and it comes highly recommended by a few traders that I respect very much. Its pretty good so far...only on the 3rd chapter.
Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing http://www.amazon.com/Physics-Finance-Modelling-Non-Equilibrium-Pricing/dp/0471877387/ref=pd_cp_b_2