If you cannot force yourself to read 21 mutually inconsistent accounts of the financial crisis, Andrew W. Lo of MIT Sloan has summarised them here for an upcoming Journal of Economic Literature article.
“Red-Blooded Risk: The Secret History of Wall Street” by Aaron Brown
A cool personal account of quantitative trading in the US. Awfully written, mainly because it doesn’t feel properly planned – there are a lot of I-also-wanted-to-add moments, side notes, non sequiturs, and repetitions. But, at times, it’s exhaustingly gripping (it didn’t last me more than a day). The thesis of the book is contained entirely in the accompanying comics. (Many thanks to Hiddi for the recommendation)