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If I publicize a "request address" with the intention of allowing people to support my online efforts, am I risking my privacy? i.e. if many people send me Bitcoin via that address, ostensibly that leaves a visible chain of money going into that "account" (for lack of a better word).

Even if I immediately transfer money from that "request address" into my main wallet address, there is still going to be a money trail, no?

What can be done to mitigate that? Should I change the address every time someone sends me money, or perhaps every week or month?

As a for-instance, ThePirateBay has a Bitcoin address on their main page; it looks like they've received 12.3 Bitcoins via that address.

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This is the design of Bitcoin; you can use multiple wallets to obfuscate the transactions (or third parties etc.), but ultimately there is always a paper trail that anyone can access; the privacy comes from not being able to tell who is operating any wallet.

If this public-ledger is a concern for you, you should look at various privacy coins such as Monero (here's a guide to the most common ones I just Googled), as this is the whole reason they exists instead of their users just using Bitcoin.

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