I had hoped this would be about the revolution occurring in statistics/econometrics where confidence intervals based on strong parametric assumptions (e.g. the confidence intervals you would obtain using the standard deviation) are being replaced by confidence intervals obtained using the bootstrap (and other non-parametric methods) that don't rely on such strong assumptions.

But no, it is just advocating using Mean absolute distance instead of the standard deviation. Which I guess is to be expected from someone whose work focuses mostly on long-tailed distributions.

Still, I think that non-parametric methods are much more valuable as a solution to dealing with non-normal data than what Taleb is proposing.