Unfortunately hair algae often occurs in new tanks. I've been fighting to reduce mine (and slowly winning ) for about 4 months. First of all it is a nutrient problem. Usualy a combination of excessive nitrates and phosphates. My PO4 tested zero and still problems. My nitrates started at 20 and are now at 2.5. What I did wrong was to not use RO/DI water initially and on follow-up top offs, I fed more than I should, and my skimmer wasn't working as well as it should.
I've turned things around by purchasing my own RO/DI filter, upgrading my skimmer, reduced my feedings (don't use flake food), adding a fuge with cheato, moving to a DSB in the display, and finally weekly 20% water changes.
Remember that PO4 gets bound to the substrate and is taken up by the algae so it's possible to have a PO4 problem and still register zero with the best test kit. Good luck and try not to get too discouraged. Remember too that usually only bad things happen quickly in a marine aquarium. Be patient and Happy Holidays!