I think a movie that compares better to The Big Short is...Margin Call..which covers the same "financial breakdown crisis" but with some bravura acting(Jeremy Irons is incredible as the biggest boss in the firm), and a dusk-til-dawn construction that is most suspenseful as the clock ticks down to financial ruin.
The Big Short and Margin Call are both pretty much about the 2008 "Too Big to Fail" crisis...but I think "Wolf of Wall Street" is tied to another slightly earlier era and the "low rent" world of "penny stocks." More about a con man and hustler than about a financial genius.
But one cannot ignore that "Wolf of Wall Street" is directed by Martin Scorsese at his amazing top-of-his-game best -- the cinematic tricks fly by -- that its emphasis on sex is quite unique in these puritanical times and that -- like movies from Dr. Strangelove to MASH(the movie) to Animal House -- The Wolf of Wall Street works best as a series of "comedy sketch scenes." Pick one, any one scene: Matthew McConaghey's spellbinding speech to a naïve Leo about how to make money in this world; Jonah Hill explaining how he could marry his first cousin; Rob Reiner going nuts when interrupted watching The Equalizer TV show; Reiner going nuts about the "T and A" expenses for the firm; Leo and Jonah and Company discussing how to hire dwarves to be tossed ("Don't look them in the eyes" "We might have to taser them") Leo's qualuude induced crawl and car drive; the FBI agent first interviewing Leo on his yacht("Well, little man--" "LITTLE MAN?"), the yacht under siege during a storm("I am NOT dying sober") and on and on and on...
The Wolf of Wall Street is an epic comedy at heart. With a strong dose of welcome sexual content for our uptight times.
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