This thing: Good intro to lower latency systematic stuff. Free if you pick it up in Manhattan before I throw it out.
Pretty solid book to give away! I have a copy ostensibly down the street from you, but when I first started lurking on this site I wish someone would've recommended this book. Hull would probably be considered esoteric by a lot of the folks here. Bergomi, Gatheral, Derman--not in ETs purview. This is not a math book. This is a book that could realistically contribute to bridging the gap between a capable but uninitiated engineer and an independent systematic futures or equity trader. In that respect I feel it's especially appropriate for the ET audience and applaud your generosity, @sle . Barry unpretentiously introduces a lot of the key concepts necessary for particularly a nascent equities trader to understand the machinics of execution, optimal trading, infra requirements, etc.
You can get some classic books here. https://archive.org/details/pdfy-VL7gKXF68TqMOZK2?q=Reminiscences+of+a+Stock+Operator https://archive.org/details/abcofstockspecul00nelsiala?q=abc+of+stock+speculation https://archive.org/details/pitfallsofspecu00gibs?q=The+Pitfalls+of+speculation