Targeted advertising campaigns (microtargeting) are used by intelligence services, among others, to infect individual devices with malware. Protect yourself with ad blockers!
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But it's not just intelligence agencies that use advertising to track people. So-called data brokers also sell aggregated data about you from various apps and websites. There are various ad blockers that you can try out at different levels. Network-wide solutions such as eBlocker and Pi-hole protect all devices in your home network. AdAway protects your smartphone and uBlock Origin is a plugin for the Firefox browser.