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Book · How the machine works

The Power Law

Sebastian Mallaby · 2022

A financial historian on how venture capital became what it is, and why the distribution of outcomes makes it behave unlike any other asset class.

Why it is here

Mallaby is a historian of finance rather than a participant, which produces a considerably more sceptical account than the industry writes about itself. The book traces the emergence of the model and, crucially, takes the mathematics of the return distribution seriously.

The relevance to an angel is direct: everything in our portfolio maths section — why one investment decides the result, why portfolio size matters more than selection, why the failures are not a sign of poor judgement — is the practical consequence of what this book describes.

It is also good on the industry's self-mythology, which is a useful inoculation before you read any of the first-person accounts on the other shelves here.

Read it if

You want to understand why the asset class works the way it does before deciding how much of your money belongs in it.

Skip it if

You want tactics. This is history and structure, not a manual.

Pair it withFooled by RandomnessNassim Nicholas TalebOn the human inability to distinguish skill from luck, written by a trader with no patience for people who cannot.

The Power Law: common questions

Is The Power Law a how-to book?
No. It is a history of the industry and an argument about the mathematics underneath it. Read it for why the model works, then read Venture Deals for what to do about it.
What is the single idea to take from it?
That the return distribution is not merely skewed but decisively so, which means almost every intuition imported from other investing — diversify to reduce variance, avoid total losses, judge by the average — points in the wrong direction here.