高频选股因子周报（20251215-20251219）：高频因子走势分化持续，多粒度因子表现反弹。AI 增强组合均一定程度反弹。-20251221

• The high-frequency skewness factor had long-short returns of 0.67% last week, -1.18% in December, and 22.39% year-to-date 2025[5] - The intraday downside volatility factor had long-short returns of 0.87% last week, -1.33% in December, and 19.08% year-to-date 2025[5] - The post-open buying intention proportion factor had long-short returns of 0.66% last week, 0.61% in December, and 21.12% year-to-date 2025[5] - The post-open buying intention intensity factor had long-short returns of 0.46% last week, 0.94% in December, and 28.09% year-to-date 2025[5] - The post-open large order net buying proportion factor had long-short returns of -0.21% last week, 0.17% in December, and 22.11% year-to-date 2025[5] - The post-open large order net buying intensity factor had long-short returns of -0.25% last week, 0.38% in December, and 12.5% year-to-date 2025[5] - The intraday return factor had long-short returns of 0.35% last week, 0.91% in December, and 22.33% year-to-date 2025[5] - The end-of-day trading proportion factor had long-short returns of -0.94% last week, 1.04% in December, and 16.73% year-to-date 2025[5] - The average single transaction outflow proportion factor had long-short returns of -1.15% last week, -2.15% in December, and -8.11% year-to-date 2025[5] - The large order push-up factor had long-short returns of 0.41% last week, -0.93% in December, and 7.19% year-to-date 2025[5] - The GRU(10,2)+NN(10) factor had long-short returns of 1.13% last week, -0.47% in December, and 47.04% year-to-date 2025, with long-only excess returns of -0.2% last week, -0.26% in December, and 7.1% year-to-date 2025[5] - The GRU(50,2)+NN(10) factor had long-short returns of 1.66% last week, 0.19% in December, and 47.39% year-to-date 2025, with long-only excess returns of 0.15% last week, 0.06% in December, and 8.92% year-to-date 2025[5] - The multi-granularity model (5-day label) factor had long-short returns of 2.46% last week, 1.12% in December, and 68.13% year-to-date 2025, with long-only excess returns of 0.74% last week, -0.18% in December, and 24.48% year-to-date 2025[5] - The multi-granularity model (10-day label) factor had long-short returns of 2.26% last week, 1.11% in December, and 62.71% year-to-date 2025, with long-only excess returns of 0.76% last week, -0.5% in December, and 24.3% year-to-date 2025[5] - The weekly rebalanced CSI 500 AI-enhanced wide constraint portfolio had excess returns of 0.41% last week, -2.64% in December, and 5.46% year-to-date 2025[5] - The weekly rebalanced CSI 500 AI-enhanced strict constraint portfolio had excess returns of 0.92% last week, -1.62% in December, and 9.23% year-to-date 2025[5] - The weekly rebalanced CSI 1000 AI-enhanced wide constraint portfolio had excess returns of 1.55% last week, -2.69% in December, and 15.39% year-to-date 2025[5] - The weekly rebalanced CSI 1000 AI-enhanced strict constraint portfolio had excess returns of 1.48% last week, -1.45% in December, and 19.02% year-to-date 2025[5]