I've been put on a Vitamin D 'cure' and my hair and nails are stronger and grow quicker. Getting out in the sunshine and eating plenty of Vitamin D rich foods will help.
coccinelle, that assumes a lack of vitamin D in the first place. The most common causes of thin or slow growing hair are stress, old age and poor choice of parents.
Many (perhaps most) people have the gene for male-pattern premature alopecia, even women, BUT it only operates in the presence of testosterone, Therefore, most men will lose their hair genetically, and a few women will experience this too. HRT will almost nullify the effect of testosterone, and the gene will not operate.
Robinia is right; if you are male do you really want HRT, just to prevent baldness? Or pregnancy for that matter....