Sure, setting up your own private VPN sounds fun but folks don't talk about the extra sysadmin risk. https://blog.trailofbits.com/2016/12/12/meet-algo-the-vpn-that-works/ …
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Perhaps, so. Still, there are many (knobs, etc) in maintaining proper security and encryption in your own server. The risk is greater there.
Have you deployed our software? What knobs are you talking about? Everything is pre-selected, the user has no choice in the matter.