I don't understand

[IAS_LLC]

"risk is inversely proportional to trade frequency"

well, actually, if you do trades with the same (or scaled down) risk/reward, but you do more of them in the same time frame, then risk per time frame actually goes down obviously.

I mis-stated that. I meant to say that the claim (!not by me) was made that risk is increases as trade frequency increases .

I agree with what u said, and have been trying to argue that. Risk is a function of volatility, and volatility decreases with smaller dt