在交易策略裡，總是希望可以掌握波動度，評估波動度的方法除了標準差之外，用分位數的距離來評估也是不錯的方法，這裡提供Excel VBA程式碼參考
'Output = 1 25分位、Output = 2 中位數、Output = 3 75分位
'使用泡沫排序方式，對原始數據做大小排序
'對全體數據和剩餘數據集，找尋三次中位數，即可獲得四分位數
Dim ArrDataX() As Variant
Dim DataCount As Variant
Dim DataTemp As Variant
Dim ii As Variant
Dim jj As Variant
ArrDataX = InputData
DataCount = InputData.Count
For jj = 1 To DataCount - 1
For ii = 1 To DataCount - jj
If ArrDataX(ii, 1) > ArrDataX(ii + 1, 1) Then
DataTemp = ArrDataX(ii + 1, 1)
ArrDataX(ii + 1, 1) = ArrDataX(ii, 1)
ArrDataX(ii, 1) = DataTemp
End If 'If ArrDataX(ii, 1) > ArrDataX(ii + 1,1) Then
Next 'For ii = 1 To DataCount-jj
Next 'For jj = 1 To DataCount-1
'Debug.Print "ArrDataX(1)", ArrDataX(1, 1), "ArrDataX(2)", ArrDataX(2, 1), "ArrDataX(3)", ArrDataX(3, 1)
'Debug.Print "ArrDataX(4)", ArrDataX(4, 1), "ArrDataX(5)", ArrDataX(5, 1), "ArrDataX(6)", ArrDataX(6, 1)
If Output = 1 Then
If DataCount \ 2 Mod 2 = 0 Then sQuartile = (ArrDataX(DataCount \ 2 \ 2, 1) + ArrDataX(DataCount \ 2 \ 2 + 1, 1)) * 0.5
If DataCount \ 2 Mod 2 = 1 Then sQuartile = ArrDataX(DataCount \ 2 \ 2 + 1, 1)
End If 'If Output = 1 Then
If Output = 2 Then
If DataCount Mod 2 = 0 Then sQuartile = (ArrDataX(DataCount \ 2, 1) + ArrDataX(DataCount \ 2 + 1, 1)) * 0.5
If DataCount Mod 2 = 1 Then sQuartile = ArrDataX(DataCount \ 2 + 1, 1)
End If 'If Output = 2 Then
If Output = 3 Then
If DataCount \ 2 Mod 2 = 0 Then sQuartile = (ArrDataX(DataCount - DataCount \ 2 \ 2, 1) + ArrDataX(DataCount \ 2 \ 2 - 1, 1)) * 0.5
If DataCount \ 2 Mod 2 = 1 Then sQuartile = ArrDataX(DataCount - DataCount \ 2 \ 2, 1)
End If 'If Output = 3 Then
End Function
