It may sound counter-intuitive, but I think access to the raw data in markets can. A good example can be found in a movie called "freakonomics". Purely based on analysis of data, data scientists can PROVE (statistically this would mean almost 100% chance that the numbers don't add up) that something is being rigged.

So you don't really need a confession or even to investigate anyone in particular. All you need is the data.