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I would have to agree. For all the belly-aching about Wall Street in NYC's tech community, you're guaranteed a significant income for a number of years.

For this equality to hold:

    E(Wall Street hacker's earnings) == E(startup founder's earnings) 
you need an extremely high payoff, since

    E(startup founder's earnings) == P(startup success) * payoff of startup.
and we know the probability of success at a startup is low.

Everyone on HN needs to be honest with themselves: this kind of high payoff almost never happens, in aggregate. And I haven't even included a risk premium, which would make the required payoff higher!

If wealth capture is a main concern, you're better off building a nest egg at a hedge fund or large corporation for 10 years. If you want to start a startup, do it for the culture and technological freedom. From a statistical view, however, a startup is not the optimal way to become rich.

EDIT: mynegation reminded me of risk-adjusted returns. Thanks!




Even that equality is too weak. Ideally you want the equality of _risk adjusted returns_ (See 'Sharpe Ratio' - http://en.wikipedia.org/wiki/Sharpe_ratio)


The risk adjusted returns of a venture-capital funded startup for a a founder with assets < 100k and non-entrepreneurial opportunities of > 100k is about negative 100-200k. In other words, you'd pay money to not be a venture-capital funded startup founder in that scenario.




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