Generally you'll want to fix the cable to your vest, whereever its most out of the way and the other end to the steadicam.
The steadicam operators Handbook then suggests a method of slinging the cable around your operating arm twice and
letting it leave your hand directly below the gimbal.
I tried that with success, yet have been shown a much more comfortable and reliable method by Larry McConkey.
Just fix the cable directly next to the gimbal (by means of a small clamp and some sort of
arm), where it has the smallest possible lever arm. Then just let it fall straight down freely and loop back up to the attachment point
on your vest. That way it will create almost no tug mounted right next to the gimbal, have the largest possible loop to give stiffer
cables the least chance of exerting force, and won't interfere with your arms.
Larry did this with a whole bunch of not really flexible cables from the Alexa 3D rig on hugo, with great success. Those were so many
cables that he even had a flexible belt attached to the cables that he just ran around his vest so he didn't need to reattach them all
everytime. Personally, I'd still try to get a flexible HD-SDI jumper, since the very long SDI cables are usually quite stiff.
Hope that helps =)