how you guys keep your crypto when do trading?
leave it in exchange wallet? Isn't it too risky?
Again, if you don't have the keys then its not your coins. So leaving funds in a exchange specially huge amount has big risk associated with it. Better just put some decent amount for trading activity only.
Store in a hot or cold personal wallet? isn't it too annoying to transmit every time?
If I'm going to store coins in a hot wallet, then Its a big amount that I'm willing to hold for a long time. As you have said its annoying to transmit every time so its better not to used them for your "daily" trading activities and just look for wallet that suits your need.