DIY Digital cable question

Need to make a short digital cable using Supra Trico coax cable.  There is a double braid on this cable.  The inner braid is the signal return.  The outer copper braid is for additional shielding.  When I asked the Supra rep how to connect the outer shield, he said to just let it float.  Everything I have read said it needs to be connected to ground on one end or the other. (Wish Almarg was still with us)

Thanks for the input.