Kinda hard to tell if the "threaded weight" is supposed to attach to the bottom of the silver/chrome cylinder (with loop) or what.

Clamp sounds like a reasonable option

Obviously drilling/tapping with a stud is an option.

I'll also tell you that I've found (and used) a 2000-deg adhesive in the past. You could fill the cylinder if it's suppose to wrap around that square peg.

http://www.cotronics.com/vo/cotr/newprod.htm