A few I found interesting and entertaining are: 1) Market Wizards (entertaining and good info) 2) The New Market Wizards (entertaining and some good info) 3) Reminiscences of a Stock Operator (entertaining and some insight into psychology) 4) Financial Freedom Through Electronic Day Trading (the section on money management is good) There are a few others on daytrading I read while at the bookstore, but I don't remember the names of them.
If you liked Market Wizards you'll love "The Big Hitters" by Kevin Koy. It came out before the Wizard stuff and has more trading related stuff than Schwager's. The interview process should look familiar to MW readers as well as some of the names (Richard Dennis and Tom Baldwin). Lots of good timeless stuff.
Sterling, I hear you. The interesting thing about authors/vendors is that every single one of them has diehard supporters as well as unrepentant critics, and Tharp is no exception. For me, I prefer to judge a product on the insight I gain rather than a subjective measure of the author's/vendor's trading ability. Before, I read Tharp, I didn't know about Position sizing & Expectancy, and I still think his book contains very vital knowledge which you will not come across easily elsewhere. I must admit he does devote a lot of effort to his marketing machinery though, but that does not detract from the quality of his books.
Weinstein's Secrets to Profitting in Bull/Bear Markets is a great book based on such simple concepts. It's a little dated and written for a longer term trader, but can be applied in any time frame. He writes sort of like an infomercial sales guy, so just keep that in mind. Reminescenes of a Stock Operator is a must own, period.
If you added up all his profits and all his losses he would not have anything to show for all his years as a fund manager. All he ever did was make huge bets early in his career and got lucky, this is historical fact that you can look up for yourself.
Because of my background from Quality Engineering it's from Walter Shewart from Bell Telephones and Edwards Deming his student who were the first to conceptualise and put in practice the concept of randomness in industries with a first publication in 1931. In fact for a long time it was considered as one of military secrets in operational research fields. And even today as Deming puts it in approximatly these terms (since I translate from french version) half a century has passed since Shewart's first publication and half century will be needed so that his thought spreads entirely in industry, science and education. I had the chance to encounter a direct friend of Deming I learned from him that Random Phisophy concepts are more important than calculation aspects and that's why Europe and United States did not apply so adequatly Quality Engineering. Before that since I was mathematically skilled I used to give importance to calculation although I have always prefered theorical aspects than calculation one but I now know than even Excel can calculate a standard deviation so calculation is not important Then I read recently a quote from Nassim Taleb that said the same thing : "Mathematics is principally a tool to meditate, rather than to compute" Nassim Taleb http://home.netcom.com/~ntaleb/enrichmathplus.pdf