What are you terminating to? I would take a crimp connecor and after twisting and trimming, crimp the braid under it. If it's critical, use the connectors with the copper/brass inserts, they would give you a better connection. Shrink wrap if needed.
Don't solder! It will wick up the braid which then make it brittle, and it WILL break off over time. I have troubleshooted a ton of audio lines where this happened under med to hard abuse. It's impossible to keep the solder from wicking up, so crimp is the way to go!