Interesting comments.
As a former member of your target audience, I don't suffer from ambiguity about what "trade" means in this context. I think this is why the "for what" confusion comes from.
When you are a trader, "trade" is your heartbeat word. It electrifies your being. When you hear "trade" -- it's "trade what?" Pork Bellies? Yahoo stock? s&p e-minis ? Since the following word is a location, and not a financial instrument, I don't think the target audience would be confused.
The only obvious confusion to me is that a trader might think Vegas refers to a particular trading style instead of a location. Lots of traders are also gamblers (of other things ? LOL) and "Vegas" is certainly an adjective applied to various types of gambling.
I'm not sure the phonetic ambiguity of "Las"/"lost" is really an issue -- otherwise, why would so many people go there ?

. In other wiords, I would posit that there's a strong "counter anchor" to the phonetic ambiguity due to cultural usage.
I like the "active" sense of the word "trade"; trading is a noun (nominalization for all you nlp folks

. Verbs connote activity; nouns, not so much -- and traders are all about action.
The only thing I don't quite understand is that when I first read thru the list, I preferred "TradeLasVegas" at first, yet TradeVegas has grown on me. If I say TradeLasVegas, I have to pause, though, between saying "Trade" and "Las Vegas" -- where TradeVegas rolls off the tongue, even a little poetic "tray" "vay".
Hope that helps, Ken.