A relatively up to date list of books recommended by guests on the show (in no particular order):
Trading in the Zone by Mark Douglas
Recommended by: Andrew Barnett, He Shuhan, Alfonso Moreno, Jay Akmal, Nigel Hawkes
Reminiscences of a Stock Operator by Edwin Lefevre
Recommended by: Raymond Burchett, Vladimir Ribakov, Anka Metcalf
Technical Analysis of Stock Trends by Edwards & MaGee
Recommended by: Dale Pinkert, Lara Iriarte
Market Wizards by Jack Swagger
Recommended by: Barry Burns, Hans Dederle
Master the Markets by Tom Williams
Recommended by: Raman Maladziashyn, Leonardo Barata
Trade Your Way to Financial Freedom by Van Tharp
Recommended by: Kurt Frankenberg, Kevin Davey
The Microstructure Approach to Exchange Rates by Richard Lyons
Recommended by: Raman Maladziashyn
Empirical Market Microstructure by Joel Hasbrouck
Recommended by: Raman Maladziashyn
Recommended by: Raman Maladziashyn
Trading Risk by Kenneth L. Grant
Recommended by: Raman Maladziashyn
Design, Testing, and Optimization of Trading Systems by Bob Pardo
Recommended by: Raman Maladziashyn
High Probability Trading by Marcel Link
Recommended by: Serge Berger
Trading is a business by Joe Ross
Recommended by: Norman Hallett
Natures Law: The secret of the universe by Ralph Nelson Elliott
Recommended by: Nicola Delic
A beginners guide to Day Trading Online by Toni Turner
Recommended by: Anka Metcalf
How I Made $2,000,000 in the Stock Market, by Nicolas Darvas
Recommended by: Thomas Barmann
Common Sense on Mutual Funds by John Boggle
Recommended by: Dr. Alan Ellman
Dynamic Trading by Robert Miner
Recommended by: Carolyn Boroden
Long Term Secrets To Short Term Trading by Larry Williams
Recommended by: Andrea Unger
Trading for a Living by Alexander Elder
Recommended by: Ryan Mallory
Truth of the Stock Tape by William D. Gann
Recommended by: Peter Goodburn
Come into my trading room by Alexander Elder
Recommended by: Tim Rea
Building Winning Algorithmic Trading Systems by Kevin Davey
Recommended by: Kevin Davey
Street Smarts: High Probability Short-Term Trading Strategies by Linda Bradford Raschke
Recommended by: Steve Primo
The Hour Between Dog and Wolf, by John Coates
Recommended by: 50 Pips
Technical Analysis: The Complete Resource for Financial Market Technicians, by Charles D. Kirkpatrick II
Recommended by: Lara Iriarte
Golf is not a game of perfect, by Dr. Bob Rotella
Recommended by: Peter Davies
From Dairy Framer to Forex Trader by Andrew Mitchem
Recommended by: Andrew Mitchem
Quantitative Trading by Ernie Chan
Recommended by: Ernie Chan
Algorithmic Trading by Ernie Chan
Recommended by: Ernie Chan
Algorithmic & High Frequency Trading by Álvaro Cartea
Recommended by: Ernie Chan
Option Trading: Pricing and Volatility Strategies and Techniques by Euan Sinclair
Recommended by: Ernie Chan
Pattern Probability Strategies by Curtis Arnold
Recommended by: Nick Radge