"Explaining and scrutinizing the human soul, into all its niches and crooks and abysses and dark corners, is not doing good to humans. We have to have our dark corners and the unexplained. We will become uninhabitable in a way an apartment will become uninhabitable if you illuminate every single dark corner and under the table and wherever—you cannot live in a house like this anymore. And you cannot live with a person anymore—let’s say in a marriage or a deep friendship—if everything is illuminated, explained, and put out on the table. There is something profoundly wrong. It’s a mistake. It’s a fundamentally wrong approach toward human beings." - Werner Herzog when asked what was wrong with psychology and self-reflection (http://www.gq.com/story/werner-herzog-profile-cave-of-forgot...).

Herzog is a brilliantly creative person, and if you read "Werner Herzog - A Guide for the Perplexed: Conversations with Paul Cronin", you'll see someone who is connected to the external world so much, full of life and vigour, like the son of the author, but has deep insights into the human nature that we typically attribute to those who live in their heads, the tortured geniuses.

On the other hand, Logicomix is a brilliant read on the angst of mathematicians, especially Bertrand Russel who sought to make the foundations of Mathematics more rigorous, coming from a deep childhood conviction that reality can and must be explained from objective truths. What a contrast to his inner life plagued by demons of depression, which as the reasonable effectiveness of Cognitive Bias Therapy proves as coming from an illogical way of looking at the world. Russel even wrote The Conquest of Happiness, which meant that he was trying to solve the puzzle for himself and dedicated great energy in that pursuit.

The other book that captures the life of the tortured geniuses is Colin Wilson's The Outsider, which does a fantastic study of artists like Camus, Sartre, Van Gogh, Hesse and many more. He quotes from Bernard Shaw's play "John Bull's Other Island", which for me captures the essence of the depressed soul:

  Keegan: You feel at home in the world then? 
  Broadbent: Of course. Dont you? 
  Keegan (from the very depths of his nature): No.

The Outsider is a gateway into existential literature which is especially illuminated by Sartre's Nausea and Hesse's Siddhartha and Steppenwolf. These are all great books to read both for pleasure and as wayposts to help us find a centre for our own minds. Colin Wilson concludes The Outsider with a recommendation on how to unify the divided soul of the melancholic; his answers veer back into what normal people do - live a life more connected with the external world.

There are no magical cures - this is a question that humanity has been pondering for ages, and till we learn to decode and manipulate our brains and hormones, we'll keep asking. Apart from living externally, there are a few things that do help. Meditation and CBT are specific ways to control our mind from brooding into negativity, and much has already been said about it.

The other way to avoid sadness is to be happy, not in a hedonistic sense which we adapt to really quickly, but as in how Mihaly Csikszentmihalyi defines the state of Flow. To work, to be challenged, to grow in complexity, and to forget ourselves in the process.

Something else that I don't find often mentioned in popular literature, probably because of the woo-woo nature of the topic, is to look at the finitude of our lives. Death is probably the most philosophical moment of our lives, but unfortunately it leaves us no time to contemplate it, which is a pity, because it could've helped us deal with the relatively petty griefs of life better. The oft-referred BBC Article about Bhutan's secret to happiness (http://www.bbc.com/travel/story/20150408-bhutans-dark-secret...) does go into it. They meditate on death a few minutes every day, giving them the right perspective to look at their daily lives.

In the Tibetan Book of Living and Dying, Sogyal Rinpoche quotes Montaign thus:

Men come and they go and they trot and they dance, and never a word about death. All well and good. Yet when death does come—to them, their wives, their children, their friends—catching them unawares and unprepared, then what storms of passion overwhelm them, what cries, what fury, what despair!... To begin depriving death of its greatest advantage over us, let us adopt a way clean contrary to that common one; let us deprive death of its strangeness, let us frequent it, let us get used to it; let us have nothing more often in mind than death... We do not know where death awaits us: so let us wait for it everywhere. To practice death is to practice freedom. A man who has learned how to die has unlearned how to be a slave.

So I guess that is my cocktail of tools: meditation, CBT, work, and being mindful of our impermanence.

Hope that helps.