A piece of 1/2 inch diameter copper tubing, 1 1/2 inches in length and a big rock.
If you are hooking into different machines, you might consider attaching a heavy copper lug to the end of your whip lead so you can simply place the lug into the jaws of the electrode holder that is already attached to the end of the electrode cable.
You could strip back the rubber insulation and tie a knot between the two copper welding leads.
Sorry, I'm not trying to insult your intellegence, but without you providing some background as to what and why you are asking, this question sounds rather silly.
Best regards - Al
The best way I can think of is to join the ends with a Thomas & Betts or similar butt connector crimped with a terminal crimper, covered with shrink tube. If You want a short smooth joint, use an oversize connector that will handel the wires side by side and decrease the crimp die size 'till it gets really tight.
Or just use copper pipe and a rock as suggested, it's so easy a cave man could do it.