Physics of Wall Street by James Owen Weatherall.
Two books I've read earlier on the same topic are Reminiscences of a Stock Operator by Edwin Lefèvre and The Quants by Scott Patterson.
"Physics of Wall Street" is very different from both of them, even though "The Quants" also touch on many history episodes that Weatherall talks about: for example, how Ed Thorp's books "Beat the Dealer", "Beat the Market" came to become bestsellers. The difference is also in that Patterson's book is very concerned with all the details of 2007 crisis, and how the crisis affected a select crop of the most powerful hedge funds.
Weatherall goes as far back as 1930 in the first chapter, and starts with "Theory of Speculation", doctoral thesis put forth by Louis Bachelier. Later chapters of "Physics of Wall Street" cover other people, who have built on the Bachelier ideas, and the research they produced. In an accessible way author introduces log-normal and Cauchy distributions, how they are different from Gaussian, and why are important for the world of finance. Results from chaos theory, gauge theory are introduced in a cursory manner and their relation to finance is shown.
To draw a line under my comparison, "The Quants" seems more of the journalistic work, which talks a lot of personalities of hedge fund leaders: which haircut or a style of poker playing they preferred, what musical instrument they played and how their fund fared in 07-08 years. Weathwrall touches on the human side of his heroes too, but devotes a lot more time to ideas and interconnections between them, which span continents and decades.
To me "Physics of Wall Street" looks more like a popular science book, I like it more for it.