When the Genius Failed - By Roger Lowenstein. This book is about the real life events of the smartest guys in finance, running the largest hedge fund at that point (Early '90s), with the most sophisticated strategies. The book details their success, arrogance and most importantly how they oversaw RISK. Read this if you want to know the importance of Risk Management in your trading/
Thinking fast and slow - Daniel Kahneman. Markets are more often than not puts you in a stressful situation when you need to make a quick decision. Decisions made under such circumstance may lead to regret. Suggest you read this book to help you understand your own thought process and how you can sharpen it when you need to make a decision when you are stressed. The book also talks of Prospect Theory...really good stuff...wont talk about here and kill you curiosity :-)
Happy Reading!