The rope is extremely strong, being made of eight strands of an 11 mm climbing rope, and is based on a military fast rope - developed by Marlow Ropes for getting soldiers out of a helicopter quickly. I stumbled on a video explaining how to braid such a rope on ITS Tactical - it's fairly simple but you definitely need two people to do it when using anything bigger than paracord. Luckily, my wife is a natural at this sort of thing; she watched about 30 seconds of the video and said "got it. Let's go".
Step 1: Materials
A real fast rope costs about $1000. A gym climbing rope costs about $100 (depending on length). 30 m of 11 mm climbing rope is a little over $100. I was lucky enough to get given two retired 11 mm ropes from a climbing buddy - these ropes were past it, having arrested too many falls for safety - but braid eight of them together, and even this old rope is strong enough. In addition to plenty of 10-11 mm diameter rope, you'll need a carabiner, a method of securing the carabiner to a wall, some insulation tape, an assistant or two, patience, an Exacto knife and a BBQ lighter.