Consulting and expert testimony
Areas of expertise and inquiry information.
I accept a limited number of consulting and expert-witness engagements each year on matters involving prediction-market surveillance, informed-trading detection, and market microstructure. All engagements are subject to institutional conflict-of-interest review at the University of San Diego.
Areas of expertise
- Informed-trading detection in prediction markets (microstructure-grounded, Daubert-ready)
- Reference-price formation, disposition effects, retail behavior
- Execution quality and maker-taker dynamics (theta-epsilon decomposition)
- Prediction-market regulatory surveillance and market-design review
- Probability weighting, behavioral asset pricing, cross-market spillover analysis
Engagement applications
The detection framework, dataset, and methodology have direct application to:
- Statistical surveillance methodologies for prediction markets and binary-event contracts
- Microstructure-based detection of informed trading
- Market-structure analysis for regulatory rulemaking and comment letters
- Calibration and probability-weighting analysis in field markets
- Expert testimony in matters involving forensic data analytics on prediction-market trade data
- Methodology audits for compliance vendors, exchanges, and market-integrity teams
- Academic collaborations and consulting on market-design research
Findings and methodology are published; identification of specific wallets, accounts, or individuals for regulatory, litigation, or journalistic purposes is handled case by case under engagement letter.
Methodology
The detection framework is designed to map cleanly onto the four Rule 702 factors.
| Factor | How this work satisfies it |
|---|---|
| Testable | Formal null hypothesis (theta-epsilon orthogonality). The test statistic is recomputable from public data. |
| Known error rate | Permutation-validated false positive rate. Holm-Bonferroni and BH-FDR corrections reported. |
| Peer review | Documented in working papers and the published record; reproducible pipelines and pre-registered methodology log. |
| General acceptance | Built from Kyle (1985), Glosten-Milgrom (1985), Fama (1972), and Anand et al. (2012) primitives. |
Affiliations and disclosures
Joshua Della Vedova is an Assistant Professor of Finance at the Knauss School of Business, University of San Diego. No financial interest in Polymarket, Kalshi, or any prediction-market venue. Consulting and expert-witness work is undertaken under institutional conflict-of-interest review.
Inquiries
Inquiries about consulting or expert-witness work are welcome by email at jdellavedova@sandiego.edu. A short note with the following three items helps me respond quickly:
- A one-line description of the matter (no privileged detail).
- Approximate timeline.
- Names of parties involved (for a standard conflict check).
Typical response within 2 business days. No engagement exists until a written engagement letter is signed.