Neighbour is waking us up?

My neighbour is waking us up at 5.30am playing shrieking games with his kids in the house. We have put up with it for weeks now and we are sick of it. We asked him what we thought was nicely that we would appreciate if he wouldn't do this so early as we are trying to sleep. He replied that he will do what he likes with his lovely family. (I think he was trying to dig at us because we have no kids - not that it bothers us) We explained that it was inconsiderate to wake people at that time of the morning and he just told us that we were petty and to call the police. He is missing the point that he is causing a disturbance. I believe if the shoe was on the other foot then we would hear all about it. It makes me sick when I think of calling the police. What would you do?