Setting up my PC as a web proxy?

Caporegime
Joined
12 Mar 2004
Posts
29,962
Location
England
I want to set up my desktop as a web proxy so I can browse the internet through it when I'm connected to another network with my phone or laptop for security and performance, I would like to be able to establish a secure connection and losslessly compress data like images sent through the connection. What's the easiest way to do this?
 
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