Ravelry here. As you can see, this version is worked on a #4 with sock yarn. A quick look through the stash turned up this Zauberball in the black, grey and cream colorway.
Any sock yarn would work, depending on the effect that is desired. The pattern includes suggestions for changing yarn weight. The concept is so simple - just a series of right triangles - that all manner of manipulations are possible and still the final impact will be wearable.
My goal is to complete this in the next few days and immediately cast on again - in a different yarn! Because each incarnation will be unique, no boredom is expected.