In Brasil it is all about loyalty
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in America it is more about money
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In my opinion going two places at the same time is shady.
IN america it's about money . . . well yes but who made it so? Many of these great instructors charge huge amounts for training, huger amounts for privates. The dollar is worth about twice as much as the Real, and yet you can expect to pay 3, 4, or sometimes 5 times as much money in america for the same, if not a lesser amount, for training (I hear De La Riva charges around $40/month unlimited), where as many great american academies charge upwards of $150.
In brazil it is all about loyalty . . . yes they are very family oriented at their schools, and that's a beautiful thing. However, noone can deny that many (not all) but many brazilian instructors who have come to america have made their schools very much like businesses.
There is nothing wrong w/ that. Many of my jiu jitsu heros, like Saulo, have a very corporate way of carrying out their bjj instruction. Saulo is a great jiu jiteiro and a passionate instructor, but also a savvy businessman. In order make your BJJ clube an affiliate of his association, you have to essentially buy a franchise license and pay him royalties. Again, I don't think this is wrong. It's smart business and that's fine.
I have no problem w/ them trying to make a great living, and I'm willing to pay for their jiujitsu instruction. But if you treat me as much like a customer as like a student, by charging lots of money and locking me into a contract, then I feel that if I have the money, I'm entitled to enter a similar contract w/ someone else if I choose. If instead of saying, "stay w/ my school because I like you and want you here," you say "stay w/ my school because if you don't, i'll sue your ass . . . " well frankly I don't feel obligated to train exclusively at your club any more.
However, philosophical rantings aside, you can also just ask your instructor how he feels about this. I have a good friend who' had certain instructors secretly resent him for a long time and even tell him they were holding out on him in instruction, just because he had been training else where. It's good to clear the air in advance.
(sorry for the overlong post)