I'm I missing what stands in the way of anyone currently setting up their own security agency? Especially in states with open carry. Unless it's not about freedom and more about channeling their feelings on the government.
In the very same paragraph he talks about the government stealing money from you in form of taxes, so I guess he would rather not pay any taxes at all and just choose who protects him himself, getting rid of the state-run police force. I can't even begin to describe how many things are wrong with that approach.
By "security agency", most ancaps mean something that fills the role of government. Capturing accused criminals and holding them in jail is perfectly legal if you're the government, otherwise it's considered kidnapping.
