The Zero Hedge site utilizes two distinct forms of cookies:
1. The cookies our Content Management System ("CMS") issues track information to operate the site, which includes allowing users to login and comment.
2. Third party cookies issued by third party vendors or for statistics purposes.
Among the latter, Zero Hedge utilizes various services around the web, such as (but not limited to), Google Ads and StatCounter, both of which issue cookies. Because we don't work at any of those 3rd party companies, we're not sure what they're doing, or which cookies they're issuing at any given point.
As to the former, the Zero Hedge CMS issues cookies to verify login and user ID across pages. As a part of the session ID, we keep a copy of your IP address; this is standard behavior for our CMS.
That said, it's entirely possible 3rd party cookies are keepings tabs of your time on the site (see above). Fret not, however; if you don't want cookies to be used on Zero Hedge, read ahead.
How To Disable Cookies:
Be forwarned: disabling cookies will render you unable to login to Zero Hedge, and as such, you'll not be able to comment, chat, or generally interact with other users.
To disable cookies on your browser, the good people at All About Cookies have put together the following information:
Many modern browsers offer "plugins", "add-ons", or "extensions" that will alert you to cookies, and let you choose which sites you wish to allow cookies from. While we don't recommend any browser or plugin over another, you can find a list of popular ones here, by browser:
http://extensions.apple.com/  (then click security).