For the Yubikey owners out there, a while back I wrote a blog post on how to achieve a similar setup using a Yubikey [1]. All it requires is a lanyard to attach the yubikey to.
Anyone needing a Yubikey would be very lucky to see them just hanging out of a computer, would just a bonus for the evil actor to also ruin your day and pull it out.
The way I've implemented this is that the yubikey is on an extensible lanyard which is almost always around my neck. So while an evil actor could definitely unplug it to ruin my day, stealing it would be a tad bit more difficult :)
In any case, the primary idea here was not to prevent stealing the laptop, but to prevent walking away from the laptop without locking it.
Or you could attach the Yubikey to your belt (with a clip) and connect it to the laptop with a USB cable. Then all they could steal is a useless laptop and a cheap cable.