This FAQ addresses opting out of Alexa Measurement Pixel, please note that this is unrelated to your site's listing on Alexa.
If you prefer to not be counted by this service, you may opt out by adding the following lines to your computer's "hosts" file:
This edit will prevent the Alexa code from functioning any time you load a website on which the Alexa code is used, but will otherwise not change your computer's behavior in any way. This method of opting out is more reliable than a cookie-based opt-out, as it works across all browsers on your computer, and is not lost if you clear your computer's cookies.
For information about modifying your "hosts" file, please see this Wikipedia article: https://en.wikipedia.org/wiki/Hosts_(file).