Leonardo Dicaprio, Martin Scorsese and The Sopranos writer TERRENCE WINTER are teaming up to adapt JORDAN BELFORT's much anticipated stock exchange autobiography THE WOLF OF WALL STREET into a new movie. Scorsese will direct his THE DEPARTED star in the film with Winter penning the screenplay. DiCaprio will also produce the movie after partners for his Appian Way company beat Brad Pitt's Plan B production base to the film rights.