How can I put a knob on a threaded rod?
There are many variations on this answer, allowing you to fine tune the results to your liking.

If you have a disk cut from thin plywood or similarly flat material and tighten your locking nuts on each side, you have a knob of sorts. The larger the diameter of the disk, the greater control you will have, as the resulting lever become longer. 

You didn't note that the nuts are at the end of the threaded rod, but the above method will work regardless of the location.

If you need a knobby knob, just about any dome or spherical shape will suffice.

Instead of a disk, you could use a hexagon or octagon shape, or a pointed star shape. At the simplest form, a single flat rod with a hole at one end, locked into the nuts provides a lever for adjustment, somewhat like the lever on a ball valve assembly. If a balanced control is required, a longer flat bar with a hole in the center would also work.

In all of the above designs, the force with which you secure the locking nuts will determine how much load the system will handle when you want to make an adjustment. If the load is high, your lever or disk may slip if the nuts cannot apply sufficient force.