Some firewall programs (not the Windows one) will monitor outgoing traffic as well and block network communications that you don't want, or at least alert you to them to ask if you want to accept or not. They're kind of intrusive and take a while to train properly though.
A good antivirus program will also scan for keyloggers by their behaviour and not just by a specific program name or signature.
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Uncertainty is an uncomfortable position.
But certainty is an absurd one.
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