High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761
Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063
Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889
I really liked Inside the Black Box.
I didn't find I learned or enjoyed High-Frequency trading that much though.
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems http://www.amazon.com/gp/product/0470563761
Inside the Black Box: The Simple Truth About Quantitative Trading http://www.amazon.com/gp/product/0470432063
Quantitative Trading: How to Build Your Own Algorithmic Trading Business http://www.amazon.com/gp/product/0470284889