Leonardo DiCaprio kicked off filming of his new film, "The Wolf of Wall Street," today in New York City.

CLICK HERE to see Leo in costume for the 1920s period film.

In addition to DiCaprio, the crime drama boasts an all-star cast including "The Artist" actor and Oscar winner Jean DuJardin, Rob Reiner, Jonah Hill, Kyle Chandler and Matthew McConaughey. Film legend Martin Scorcese is directing.

In "Wolf," DiCaprio plays a stockbroker who made millions in the 1920s and was a convict by 1936. The film chronicles his character's refusal to cooperate in a securities fraud case involving corruption on Wall Street.

Reports said DiCaprio spent Tuesday of this week preparing for the role at the Bank of America Merrill Lynch offices shadowing an investment bank employee.

The movie is written by Terence Winter, who has a history with crime drama - he was an executive producer on "The Sopranos" and he created HBO's current hit "Boardwalk Empire."

DiCaprio and Scorcese are longtime collaborators who have worked on a host of successful projects together, including "Gangs of New York," "The Aviator," "The Departed," "Shutter Island" and now "The Wolf of Wall Street."

The film is expected to hit theaters in 2013.