A couple of years old, but this is (IMO) a much better list: http://quantivity.wordpress.com/2010/01/10/how-to-learn-algorithmic-trading/ http://quantivity.word

A couple of years old, but this is (IMO) a much better list: http://quantivity.wordpress.com/2010/01/10/how-to-learn-algorithmic-trading/ http://quantivity.wordpress.com/2010/01/10/how-to-learn-algo... The 30+ generic C++ books in the posted list says a lot, and many of the more finance-oriented books on the list are very low on signal-to-noise.