Edge allegedly runs on the same engine as Chrome, so it should be a simple matter to write an ad blocker for it. At this point, Microsoft is not allowing add-ons for Edge. It's supposed to be on its way, but no word when. Or why not now, for that matter.
Since Edge's HTML5 performance, while better than IE, still lags well behind Chrome, Opera, and Firefox, and since ad blocking extensions are freely available for those, my suggestion is to slide Edge off the edge of your desktop for now and use a free alternative. ;-)