If you are concerned about somebody watching what you do while you use the Internet, here is yet another reason to validate your concerns. Not only is there the risk of threat actors and targeted advertising, but even the NSA is collecting data without warrants. They claim to have some rules regarding what is and not used however, its hard to trust this process of data collection.
See details on how the NSA collects such data HERE via a blog post from the hackernews.
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