When the season for competitive marlin fishing kicks off on the West Coast this month, Anthony Hsieh of Irvine, Calif., will be ready. The founder and CEO of online lender HomeLoanCenter.com, Hsieh balances time at work with time on his boat. He takes off about 30 days a year to hit the water on Bad Company—his 60-foot Hatteras yacht—and compete in eight to ten tournaments along the coast.