You probably know how to make a french braid and stop it at the base of your scalp; well, if you make something like a rope braid instead of a french braid, then I think you will achieve this look. The braid is just a series of over and under passes, so you are just making a twist against your scalp, held together with a pony elastic at the base of the scalp, which can be covered with a piece of the tail, or a bow, etc...
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