It looks relatively thick to me, but at the same time fluent. Since feather would be out of the question for shape and length, you could try yarn, or the kind of strings they use for a mop(which is called mop yarn, I believe). You could bundle them up and either hot glue or tie them at certain points (top, middle and end) so they'll still move well but stay together. Now length will depend on your height. I'd say about 3-3.5 feet in length, give or take.
Now, lets say you sue the mop yarn. Once you have it bundled and tied in the three (or more) areas or glued, you'll want the end you're attaching to your helmet to be glued and then bound, like shown here:
That way attaching it will be simpler, and they wont be uneven.
I hope this was of some help~
EDIT: I just realized this after thinking, if you make the strands long enough, you can fold them in half and bind the folded end for the attaching. You'll use less strings and they'll be more taught.