Books are a personal preference, but it’s really valuable to have read the ‘classics’. There are already two great lists that come to mind: first is the list on the Chat With Traders site; and the second is a compilation put together by Niels over at the Top Traders Unplugged site.

You can jump to those here:

Keeping up to date with the various podcasts, blogs, videos & audiobooks is probably the best way to stay current!

You could make a start exploring the many quant blogs with the fantastic mashup offered by Quantocracy!