Acquiring expertise in a field in order to start a startup?

I started Physics grad school this Fall, but I have recently considered dropping out in order to find a job in industry (I'd like to work at a startup). I know this could look really bad to employers, but I just have no motivation to continue my studies

Recently I've been working on a programming project on my own (a sort of video game), as a way to improve my programming skills, and I've been working on it with alot more motivation than studying for my Physics classes. I'm still fairly new to programming so I can't say I'm committed to programming over Physics yet

Anyways, the semester is almost over and I have to make a decision soon as to whether to move back home (Los Angeles) or stay in Austin to find a job. After reading Paul Graham's essays, I think I'm willing to take the risks involved in running my own business, or at least joining someone else's startup.

But my programming skills aren't that great. Most startups do not interest me (I'm not interested in Iphone apps, social networking, etc). But analytics seems pretty interesting.

Startups are usually done by people who are already very talented in a field of expertise. The problem is that I would like to get that expertise in some business area so I can then start my own business. That is why I would like to get some kind of programming job in a business that I think I would like enough that I can become an expert in it (ie Analytics). Therefore, I see myself as wasting time by staying in grad school.

The question I'm dealing with is whether it really is worth it to stay in Austin to try to find an Analytics startup (however, I haven't seen many job listings online for analytics startups), or just go back to LA and work for an analytics non-startup?