Victor Niederhoffer is one of the more colorful figures in the investment world. He earned a Ph.D. from the U of Chicago in the 60s (where he regularly sparred with proponents of the Efficient Markets Hypothesis), was a national squash champion, and has seen it all, from being one of the top investment managers in the country to running a couple of hedge funds into the ground (and bouncing back to start others).
He wrote quite a few pieces on a site he started in the late 90's called DailySpeculations.com. One of them actually got me started on a research project (it didn't pan out, but it was still a good idea). He's also written a couple of very interesting books.
If you'd like to read more about him, here's a very good piece, compliments of NewYorker.com. It's pretty long (12 pages), but IMO well worth the time.