This page contains thoughts more akin to a collection of interesting links than formal reviews. Books are now on a separate page.
(This is the kind of thing they ask in interviews!)
My brother-in-law told me recently that interviewers are asking "transformers" questions, which boggles the mind a little, but was apparently confirmed by Sasha. One more thing for the poor CS undergrads to learn now, on top of dynamic programming and Djikstra's. I loved this post for explaining a fairly complex topic with excellent diagrams.
This is a really, really well written piece of long-form journalism. Since it's only early January I'll call it my favorite piece of writing this year without too much thought. If anyone knows of other writers like him, I'd love to read more in this style.
In general Ben's blog posts are a huge source of insight for me, and this is another great one. One surprising part of growing up is realizing how easy it is to become pretty good at something and that a lot of "efficient markets" aren't actually efficient. I also think that there's a lot of thinking that looks like "smart people have probably thought about this already", but in reality smart people are apparently pretty busy optimizing ads and making the market for single-name equity options liquid.