Quant to LMM PE and/or VC?

Hi everyone.

I'm currently a quant-like figure building AI products and service (weird mix of research, engineering, and product mgmt). I've been in this position for about 2 years out of undergrad.

I like the job and since I'm working on lots of market microstructure related things, I even thought about jumping to Market Making shops like CitSec. 

But I've always had a keen interest in investments and business models. I especially find the idea of finding good small companies with vision, getting to know the team, and investing in those people and their dreams (not to mention some serious opportunity for a pay day) very exciting and meaningful.

My original thought was to pursue entrepreneurship (I think I have a pretty solid idea). If it works out, then I can try to join a VC firm after. Or if it doesn't work out, go do an MBA and try to break into LMM PE and then maybe think about jumping to the VC space if I'm bored.

I don't know how realistic all this is but I'd love to experience both PE and VC cultures in my lifetime. 

From where I stand, what would be the best path to LMM PE or VC?