Here's my personal arrogant kvnt annecdote regarding Madoff... and I've talked about this guy plenty. He's one of 3 people I consider a friend. He's the "rebel Jew" who did K-12 at Horace Man, undergrad at Johns Hopkins, then in Army (we were platoon leaders in Korea together), then Chicago Law, then Big Law in NYC, then big hedge fund, then he was partner with me and schitbag partner (also in Korea with us, who embezzled from us and went to Fed prison for 5 years, then died of cancer... F that guy!).
Regarding Madoff, he said this from when he was with Ivy Asset Management (early 2000's), and he said it to me somewhere between 2004-2007: "Something isn't right there, at all. Ivy has big funds in Madoff, but neither Howard nor Simon had any personal money in... something isn't right".
Oh, and yes, the movie in general, but especially the closing credits of The Other Guys totally showed that McKay couldn't wait to make "The Big Short"!!