Worth reading for a scalper
- Trading and Exchanges by Larry Harris. Dry, academic, and the single best explanation of who is on the other side of your order. Read the chapters on dealers and liquidity, skip the rest if you must.
- The Logical Trader by Mark Fisher. Old, but the opening range idea is explained without hype and you can test it yourself.
- Annie Duke, Thinking in Bets. Not about trading at all, and still the best thing I've read on judging decisions separately from outcomes.
Anything promising a win rate, anything built around a proprietary indicator you can only get through their Discord, and any course where the sample trades are all screenshots and none are statements.
A rule I use now: if the author never talks about costs, slippage or losing streaks, the material is entertainment.
What is on your list? Especially interested in things that changed how you execute, not just how you think about markets.