Having zero days of trading losses in a quarter is easy -- just arrange your trades so that your risks are highly asymmetric. For example, you could sell billions of dollars worth of options tied to the fed rate; you'll make a small amount of money every day until the fed rate changes... and then you'll lose lots and lots of money all at once. Odds are that you'll have several quarters of consistent daily profits first though.
Yes, but we are speaking of real-life traders in banks, so their aim should not be "zero days of trading losses" but something different. So, as can be seen in http://www.zerohedge.com/news/2013-05-08/jp-morgan-has-zero-... quoted above by parent, the usual frequency is around .8-.9...