The Wall Street Journal took a look at the trackers (cookies, beacons, etc...) used by advertisers to track activity and connect various bits of data (what movies you like, what websites you go to, what music you buy, etc...)
They claim that the data they store is anonymous.
The information that companies gather is anonymous, in the sense that Internet users are identified by a number assigned to their computer, not by a specific person's name. Lotame, for instance, says it doesn't know the name of users such as Ms. Hayes-Beaty—only their behavior and attributes, identified by code number. People who don't want to be tracked can remove themselves from Lotame's system.
You can opt out, assuming you know how to find out who's tracking you, and what their opt-out process is...
But, if they track enough data, from enough various sources, anonymous becomes "anonymous". See, for instance, browser fingerprinting as described Ars Technica:
Taken together, these bits of data produce a unique "fingerprint" that works even in the absence of cookies or other traditional Web tracking tools. The Electronic Frontier Foundation, concerned about the issue, has just wrapped up its own study (PDF) on browser fingerprinting, and it finds that even the privacy conscious have made themselves simple to track.
and this
Even the attempt to go stealthy could paradoxically make one more unique, and thus easier to track. According to the EFF paper, "many kinds of measures designed to make a device harder to fingerprint are themselves distinctive unless a lot of other people also take them."
so, my attempts to extract myself from the tracking networks makes me more trackable. awesome.
Back to the WSJ article. It talks about the various companies that collect tracking data, and the global marketplace they've created to sell that data at auction:
Information about people's moment-to-moment thoughts and actions, as revealed by their online activity, can change hands quickly. Within seconds of visiting eBay.com or Expedia.com, information detailing a Web surfer's activity there is likely to be auctioned on the data exchange run by BlueKai, the Seattle startup.
Each day, BlueKai sells 50 million pieces of information like this about specific individuals' browsing habits, for as little as a tenth of a cent apiece. The auctions can happen instantly, as a website is visited.
WTF? Again, back to the identification-through-triangulation angle. The various data collection companies each track different bits about you, on various portions of the internet. And then make that data available (for a fee) to anyone who wants it. Who can then use it to enrich their own tracking data about you, and essentially unanonymize that data once they've gathered enough.