With ‘The Big Short’ I really had to educate myself about economics in general. Obviously, the book gave me a lot of information. I wanted to make sure I understood the financial world, economics, the global economy, so I did a lot of research on that side. With this, there were a lot of great books on Dick Cheney, a lot of great articles, a lot of great interviews, but there wasn't one telling the story I was excited by, so I had to read through everything. Then I had to read through the people that he worked with, I had to read through all of their biographies. This is definitely the most amount of research I’ve ever done on a project. It was months and months and months, and kind of never really stopped all through the process. And that included the actors also going in and doing a tremendous amount of research. But it had the excitement behind it of really trying to crack a mystery, of who is Dick Cheney. That was the driving question of the movie. And the actors really went after that as well.
Source : https://www.latimes.com/entertainment/la-et-mn-golden-globes-reax-adam-mckay-vice-20181206-story.html