The information companies are taking from your browsing activity comes mainly from 2 sources and it's pretty much independent from what browser you use. Other than taking your stand and supporting your browser, you can't get much solved these days by changing from browser A to B.
Sources of surveillance:
- Enabled third-party cookies
- Browser Fingerprinting
The third party cookies are the tracking cookies a company plants on your browser (e.g.: facebook). They are just a unique id, and they work because facebook.com can read its own cookies from every library loaded directly from facebook.com (same origin / same domain policy). Therefore, each time you surf to a website that uses
any facebook library, like the "share to facebook" button, or the ad facebook pixel, or login with facebook, they read their tracking cookie from those facebook libraries and they record what website you are visiting.
Good thing: you can block third party cookies as a tackle, or use extensions like facebook containers to isolate cookie groups by
kind of activity.
The browser fingerprint is the malvertising industry's response to us blocking third party cookies. What they do is to query almost all information the browser would make available to a web app for it to render itself correctly. Things like your operating system, user-agent, screen resolution, fonts installed, graphics driver, open/webgl versions, color depth, and a obscenely large amount of data points that, if used for its intended use, they are great to have because they mean that websites can work as great as possible for your device. Problem: all those data points together form a fingerprint that is dangeroulsy close to be unique, giving then the same tracking capacity, or very close, to their simpler tracking cookie.
Bad thing: very difficult to tackle and block without breaking many webs, this is an industry problem very little likely to be solved as Chrome, Chromium and Google control the major broser quota.