The same question was just ringing through my head because I'm also a day trader, but the only thing that I could think of right now is that day traders can reduce the risk by minimising the amount they leave in the exchange on a daily basis since there will also be open trade waiting for the right order to hit in order for it to execute.
 
Day traders can't completely avoid leaving some money on their exchange account even if they can buy tokens and move out to their private wallet. How about those that trade on derivatives?