Documentation on github:

https://gist.github.com/evantoli/f8c23a37eb3558ab8765

Add this to the .gitconfig file:

[http]
    proxy = http://mydomain\\myusername:mypassword@myproxy.server.com:8080

If you want to restrict the url you want to use this config:

http]
[http "https://example.com"]
	proxy = http://mydomain\\myusername:mypassword@proxy.server.com:port

If there are ssl problems connecting to the git repo - add

[http "https://example.com"]
	proxy = http://mydomain\\myusername:mypassword@proxy.server.com:port
        sslVerify = false