One book that I have enjoyed is "The (Mis)Behavior of Markets: A Fractal View of Risk, Ruin, and Reward" by Benoit Mandelbrot. Have a look at his Wikipedia page, it has a link to the book on the Internet Archive.
Many here have mentioned "A Random Walk Down Wall Street"; let me add that there exists a book called "A Non-Random Walk Down Wall Street", but I haven't read it yet.
Browse Wikipedia on any trading-related topic you find interesting and you are probably going to find some books, such as "The Quants" https://en.wikipedia.org/wiki/The_Quants
Finally, you might want to check out the works of Jack Schwager [1], Michael Lewis [2] or Ed Thorpe [3].