I'm anti-qualified to give advice on academic-path-maxxing but my path so far was something like:
1. Work at a tech company, do the Andrew Ng Coursera ML course, Andrej Karpathy's computer vision course ('the year of the AndreX')
2. Quit my job, travel, think about game theory
Empirically, I am not sure if this statement is true. The data seems to show that if you go to Harvard econ PhD and produce literally nothing for 5 years, you'll still have better industry job options than someone academically productive from a t20 school. Unfortunate. But...