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iDante comments on Please share your reading habits/techniques/strategies - Less Wrong
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How to Read a Book has a large section on reading nonfiction.
I read physics textbooks all the time, as well as some math. Right now I'm working through Group Theory and Physics. The best advice I have to give is to pick the right textbooks. I have it easy since I can just ask professors what books to read. I tend to read them very slowly (3-4 months for a good sized book) but I'm a busy person. I take notes by hand.