New York is actually more windy than Chicago, the acclaimed “windy city”. This is why so many of us suffer from wind blown hair. On especially windy days, stay clear of gel in your hair and swap it out for a more wind friendly (IE: reshape-able) product that you can shift back into place once you get inside. Oribe Rough Luxury Soft is a great product, as well as Oribe Fiber Groom Paste, that will allow you to remold your hair post beanie assault.
Also, make sure to blow-dry your hair in the style that you want prior to leaving the house because it will keep its shape much better.