The (Mis) Behavior of Markets by Benoit Mandelbrot, Richard L. Hudson (2006, Paperback)

Benoit Mandelbrot's career work on fractal geometry has made an impact on almost every area of modern life... from special effects in movies to the way clothing designers print patterns for their designs. Now Mandelbrot applies his fractals to the financial markets to see what they can teach us about how the markets function.

There are some fascinating theories put forth about time frames and price action in this book, but don't go looking for any practical applications for fractals to help you in your trading or investing as Mandelbrot himself says we're probably decades of research away from understanding fractals to that degree. Don't let this stop you from reading this book though, it's a great read and will help you see the psychology of the market and price movement in a whole new way.