Securing Wordpress (or any site) with fail2ban: prevent vuln scanners, flood and bruteforce attack

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How to secure WordPress using advanced tools like fail2ban. Fail2ban is one of my favourite server securing software, because it not only protects against several consequences deriving from being attacked by some script kiddy, but it saves a lot of system resources otherwise wasted serving pages...
Securing Wordpress (or any site) with fail2ban: prevent vuln scanners, flood and bruteforce attack