Things I enjoyed reading

Functional programming

Algebra for Analytics
Oscar Boykin
Monoids without tears
Scott Wlaschin
A Critique of Impure Reason
Rúnar Bjarnason
Functional Programming in R
David Springate
Functional Programming in Scala
Paul Chiusano & Rúnar Bjarnason
Master the JavaScript Interview: What is Functional Programming?
Eric Elliott

Finance

Securities Trading: Principles and Procedures
Joel Hasbrouck
Portfolios from Sorts
Robert Almgren & Neil Chriss
Factor Models for Asset Returns
Eric Zivot
A Data Science Solution to the Multiple-Testing Crisis in Financial Research
Marcos López de Prado
Lies, Damned Lies, and Data Mining
Cliff Asness
Empirical Asset Pricing via Machine Learning
Shihao Gu, Bryan T. Kelly, Dacheng Xiu

Short stories

Slow Tuesday Night
R. A. Lafferty
Good Old Neon
David Foster Wallace
Once More to the Lake
E. B. White

Miscellaneous

Extra, Extra - Read All About It
Joshua Bloch
How to Meditate
David Gelles