The partly fictionalized biography of Jesse Livermore, arguably the best speculator of his time.
First published in 1923, the lessons to be learnt through reading this book still ring true today. Using his pen name, Edwin Lefevre, Jesse writes of the character of Larry Livingston, taking you through his experiences and teaches you lessons far more valuable than technical daytrading and how to read financial data - this hard to put down book teaches you, in a storyline fashion, about the way the market thinks and how you should act in order to make a lot of money and get rich.
Anyone who is thinking about quitting his/her day job to become a full time trader should read this before proceeding. No kidding.