Short of living in a remote hut while forsaking cellphones, the internet and credit cards, there is no longer any way that you, as an individual, can prevent marketers, governments or malicious actors from gathering and using comprehensive, personally identifying information about you.

There are things you can do to reduce the amount of information you leak. You could, for example, ask Facebook to delete your browsing history, or perhaps one day you’ll be able to pay the company to not track you. But keeping up requires more...