Ask HN: Good resources for learning+getting into Finance / Trading?

I'd also recommend reading Nassim Taleb's books Fooled By Randomness and The Black Swan (info at his website http://fooledbyrandomness.com/) along with one he recommends:

What I Learned Losing a Million Dollars

http://infraredpress.com/

Those will all teach you what not to do, which is just as, if not more important in investing and trading than what to do.

I would suggest reading up on the national market structure, and reading "Inside the Black Box" by Narang for a good overview of how automated trading is structured.

I'm not a trader, or an exchange, but I've been forced to get very, very intimate with the technological plumbing of both, and I've interviewed many of their developers, and you'll find the architects of match engines, order routing systems, and clearing backends recommending this book just as much as I do.

It is exceedingly well written, too.

Investing strategy? Stick with Malkiel, like everyone here is (and is going to) recommend.

Another suggestion: you can download the recordings of Schiller's Yale Financial Markets class from iTunes (and from Yale); I listened to it on the way to/from a client in the suburbs for a couple weeks and enjoyed it, particularly the guest speakers.