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Privacy Policy & Data Protection

Last Updated: October 2026 • Effective Worldwide

1. Architectural Zero-Log Commitment

WhoIG operates under a strict, verifiable Zero-Logs Guarantee. Our infrastructure is specifically engineered to ensure complete anonymity for all visitors. We do not require, request, or store:

  • User registration credentials, usernames, or passwords.
  • Personal identities, real names, or contact addresses.
  • Personal IP addresses or timestamped request histories in persistent databases.
  • Instagram login cookies or authentication tokens.

2. Transient Proxy Infrastructure

When you query a public Instagram handle, WhoIG acts as a real-time stateless relay connecting directly to publicly open content delivery networks (CDNs). The requested media streams through memory-only micro-buffers and is immediately discarded. No media files are stored or archived on our servers.

3. Local Device Storage (Client-Side Only)

Features such as your "Secret Vault" (saved bookmarks) and personal theme settings are stored exclusively in your device's browser via HTML5 localStorage. This data never leaves your device and is never synchronized with any remote server.

4. GDPR & CCPA Compliance

Under the European Union General Data Protection Regulation (GDPR) and the California Consumer Privacy Act (CCPA), individuals have the right to privacy and erasure. Because WhoIG does not collect personal data from visitors, no profiling or advertising telemetry occurs. Content creators wishing to exclude their public profiles can utilize our instant DMCA & Delist Portal.

5. Contact & Privacy Officer

If you have any questions regarding this Privacy Policy or our technical security measures, contact our Data Protection Officer at: privacy@whoig.com.

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| | BIU
1. Executive Summary & Theoretical Framework

Recent empirical literature on macro-financial linkages emphasizes the non-linear propagation of volatility shocks across interbank lending corridors. Utilizing stochastic frontier econometric modeling, this investigation evaluates cyclical liquidity dynamics across OECD sovereign debt markets.

Key findings suggest that systemic leverage ratios correlate inversely with risk premiums during monetary tightening regimes. Cross-border capital account mobility exhibits statistically significant stabilization effects under inflation targeting paradigms (p < 0.01).


2. Structural Vector Autoregression (SVAR) Model

Our baseline specification estimates an 8-variable structural vector autoregression with Cholesky decomposition ordering. High-frequency daily sovereign spread variations are modeled to capture sudden liquidity crunches in emerging Asian markets.

Parameters are calibrated over 1,200 rolling windows with Monte Carlo error simulations across 95% confidence intervals.