If you have not read Michael Lewis I strongly recommend his books. He provides fascinating insights into the world of trading. You will like Liar's Poker and also The Big Short. He wrote Moneyball, too, which was made into a movie with Brad Pitt but Moneyball is about baseball.
Lewis has a new book on high speed trading. I have not read it yet there are a few articles out already. The book will be released March 31.