[DataDisciple]

I know a few who have, but its not ideal. I think if you already have businesses that you are attracted to and the risk/reward for starting that business becomes greater than the risk/reward of what your job prospects are then it needs to be explored. The challenge is that most investors can easily sniff out someone who is starting this biz because they can't get a job, and that isn't a pattern they typically fund.

I think a good mix is to start working on the business while continuing to look for a new job. Then if you get traction, you will likely have a better story to sell. It also helps you minimize your risk on the business.