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Stephen Smoliar recommends keeping brief notes on things that he doesn’t immediately understand.
Guru suggests reading page 1 then page n of a book. If page n doesn’t make sense then let n = (n+1)/2 and try again.
Abi collates a couple of tips from Brad DeLong and Tyler Cowen on reading productively: you are allowed to skip pages! Who knew? Also, you are allowed to stop reading if you’re not getting any value from the book.