I really want to start with jiu jitsu or submission wrestling but I have no clue how my hair system will handle it. Are there any guys here that have some experience to share? I was thinking of wearing some kind of headgear to minimize friction and keep it in place as you will get extremly sweaty.

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Perhaps it would be best to get a headgear like this http://www.worldrugbyshop.com/30310-bk.html