Good books for hackers interested in quant finance?

Trading and Exchanges: Market Microstructure for Practitioners:

the best introductory book is definitely

nothing comes close

Trading and Exchanges was my detailed introduction to what really happens in the markets.

I'm finding this a more interesting and detailed read

goes over basic models without delving too deeply into theoretical math aspects

"Options, Futures, and Other Derivatives" by John Hull

The Origin of Wealth: Evolution, Complexity, and the Radical Remaking of Economics

"Dynamic Hedging" by Taleb

Elements of Information Theory by Cover

Evidence Based Technical Analysis:

Quantitative Trading:

Pearl's book "Causality"

Causality by Judea Pearl

"Paul Wilmott on Quantitative Finance" vol 1-3 are worth having as a reference, perhaps.

or his three volume set.

you'll want to tackle Shreve, Vol II

goes over the basic stuff but has enough stats to keep a grad student happy

perhaps Capital Markets is a better introduction for total beginners.

Great book. It's what I recommend to my new developers when we hire them without previous financial services experience.

The bible is: