After Christian Bale met with the real Dr. Michael Burry, he asked to have Burry's cargo shorts and T-shirt, which he then wore in the movie. Bale later said he hoped Burry would make it to the film's L.A. premiere, "because I really want to sit next to him and see if he's going to punch me in the f***ing face."
The real Michael Burry made a cameo in the film as a Scion employee. At the beginning of the scene in which the fictional Burry's investors confront him at his office, he is briefly shown standing near the front door, talking on the phone.
Author Michael Lewis revealed in an interview that Paramount Pictures allowed director and screenwriter Adam McKay to make this film only if he agreed to make a sequel to Anchorman - La leggenda di Ron Burgundy (2004).
Jeffry Griffin was an extra on set for the day. He was pulled out of the crowd to play Jared Vennett's assistant, Chris. Later, his role was expanded to two weeks of filming, sharing every scene with Ryan Gosling.
Lola FX did the special effects for Christian Bale's glass eye in the film. Director Adam McKay did not want it to be too obtrusive since "in reality, you're not that aware of someone's glass eye, except the odd occasion when it doesn't move," so they painstakingly went through every shot to get it just right.