I have been doing kickboxing for several years now and love it. I started out taking Aerobic Kickboxing for the workout but quickly gravitated to real kickboxing. When my instructor said we need to skip rope as part of the training I didn't understand why. I never was very good at it even as a kid. But it really increases your leg speed and strength as well as you balance and coordination. And not just your legs, your entire body. Now I am actually pretty good at it. After a while it just becomes so natural. I never really had problem with my hair (my feet yes, LOL) and my hair is pretty long. I just put it in a braid and its seems to work for me.
Wearing a cap is a good idea. Another thing is to make sure you have real good rope, one specifically made for speed skipping. With some practice I'm sure you will be a natural in no time.
Hope you really enjoy it. It is so much fun, great way to alleviate stress and an incredible workout. And you feel like such a BADASS too! HAHA
It is about a good trainer and stamina. Good luck
Practice, practice, practice... It's the timing on the jump rope. You'll get it down eventually and it is great exercise.
Sprite's suggestions, and maybe if the toque is too warm put your hair in a chignon instead of a pony bun? I wear mine in a chignon most of the time when I'm doing anything active (no kickboxing, but shooting and--when I'm not in damn cast, as I am now--running) and I would think that might work for you, too.
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Tried the jump rope for a few weeks. I found it helped my timing on the bag. My martial art is jujitsu. It require a bit more strength training.