Thomas Bulkowski: Encyclopedia of Chart Patterns. It also contains statistical data.
Eva Diaz: Real Traders, Real Lives, Real Money
Jack Schwager: Market Wizard books.
Keith Nielsen: Follow the Smart Money.
Jeff Cooper: Hit and Run Trading: The Short-Term Traders' Bible.
John Murphy: ??? (a classic work on Technical Analysis)
John Hill: Building Winning Systems with Trade Station, The Ultimate Trading Guide, Scientific Interpretation of Bar Charts.
Dan Zanger's recommendations :
First two is the top:
William J. O'Neil: How to Make Money in Stocks.
Thomas N. Bulkowski: Ecnyclopedia of Chart Patterns.
Edwin LeFevre: Reminiscenses of a Stock Operator
Nicholas Darvas: How I Made $2,000,000 in Stock Market.
Steve Nison: Janapese Candlestick Charting Techniques
Prechter Jr, Robert R: Elliott Wave Principle: Key to Market Behaviour
Thomas N. Buklowski: Trading Classic Chart Patterns
Alexander Elder: Trading for a Living: Psychology, Trading Tactics, Money Management
Jack Schwage: Technical Analysis
Bruce M. Karmich: How Technical Analysis Works
Oliver Velez & Greg Capra recommendations (not on Dan's list already):
William J. O'Neill, McGraw-Hill: How to Make Money in Stocks
Mark Douglas: The Discpilined Trader
William Gallacher: Winner Take it All
Marc Freidfertig, George West: The Electronic Day Trader
David Nassar: How to Get Started in Electronic Day Trading
Fernando Gonzales: Strategies for the On-line Day Trader
By Tony Turner (that are not on the above lists):
Stan Weisntein: Secrets for Profiting in Bull and Bear Markets
Barry Rudd: Stock Patterns for Day Trading
Fernando Gonzalez, William Rhee: Strategies for Online Day Trader, Adcanced Trading Techniques for Online Profits
Other books (not on recommended lists):
Henrich Weber, Kermit Zieg: The Complete Guide to Point-and-Figure Charting
Jeremy Du Plessis: The Definitive Guide to Point and Figure
Noble DraKoln: Forex for Small Speculators <- He has good option strategies, a must read. Larry Williams: The Right Stock at the Right Time. Note: Larry turned 10.000 into 1.100.000 in 12 months on futures market. The above book is more to investors than to traders. Better to check if he has other books. Michael Harris: Stock Trading Techniques based on Price Patterns and Short-term Trading with Price Patterns. F.H. "Chick" Goslin: Trading Day by Day, Winning the Zero Sum Game of Futures. Larry McMillan: Options as a Strategic Investment, McMillan on Options.
Keith Schap: The Complete Guide to Spread Trading.
Stephen Aikin: Trading STIR Futures. A book about short-term interest rate futures and various strategies relating to them.
A booklist here: www.invest-store.com/janarps/firesale.htmlDominic Connolly: The UK Trader's Bible.
Richard Hexton: Technical Analysis in the Options Market: The Effective Use of Computerized Trading Systems
Ethel R.K. Goldman: Computerized Trading Strategies: How to Programme for the Stock and Futures Markets
Mark Jurik: Computerized Trading: Maximizing Day Trading and Overnight Profits