Are you ready to learn the down-and-dirty rules for making an excellent living as an electronic day trader? Then let Jea Yu's The Undergroundtrader.com Guide to Electronic Trading teach you the advanced tools and techniques of today's most successful traders.
I'm not sure what I expected from a book about electronic trading from the year 2000. It's certainly dated (he recommends using a Pentium III and a 56k modem) and most of the advice needs to be redefined in light of changes in the past decade.
I'm pretty sure the book is just a pointer to the author's intraday trading website (still in operation), because it doesn't give nearly enough information to the beginner trader and tells the experienced one what he already knows. The technique in the appendix re Fibonacci sequences was intriguing.
Don't buy, don't read. Don't even borrow from the library.
Has some great info on Market Makers and Level II. Great scalping techniques. Shows you how to follow the money on your day trades. Lots of other good stuff. Would recommend as a must-read for all day traders.
This book is now out of print, but there's a revised and updated version titled Secrets of the Underground Trade.