What I Learned Losing A Million Dollars by Jim Paul/Brendan Moynihan. The only "investment guide" book I'm willing to recommend to date (and I heartily recommend it). Additionally, reading and internalizing Taleb's philosophy has been more helpful to me as an "investor" than any book specifically about investing.
Edit: Niederhoffer's style is best described as "picking up nickels in front of a steamroller". As cardguy mentions above, he's gotten intimate with the steamroller on more than one occasion.
Edit: Niederhoffer's style is best described as "picking up nickels in front of a steamroller". As cardguy mentions above, he's gotten intimate with the steamroller on more than one occasion.