Here's a early short film that Martin Scorsese directed while attending NYU. The film is called "It's Not Just You, Murray!" and it was made in 1964. What I really found interesting about this short, and what FSR points out, is how much it's like his latest film The Wolf of Wall Street. Not only that, but it seems like a template for other films he's made as well, such as Goodfellas and Casino. When you watch the short you'll see exactly what I mean.
One of the main things it has in common is that the narrator, Murray, breaks the fourth wall and talks to the audience, showing off his expensive clothes and car, just like DiCaprio's character, Jordan, did in The Wolf of Wall Street. He showed us his house, car, yacht, and trophy wife. Murray then tells the audience how he got so wealthy, just like DiCaprio did in his film. The whole short isn't like The Wolf of Wall Street, but it definitely shows thesame influences.
It's really interesting to see that after all these years Scorsese is still inspired by the things that he did in college. It's a great little short, from one of the best directors working in Hollywood right now, and I hope you enjoy it!