You can either use actual mesh trails, or ribbons for this. Meshes look usally better, but need to be hand crafted for each ‘slash’. Ribbons are a more procedural approach.
Mesh method:
VFExtra from Niels Dewitte has a meshe generator included. With this you can create exactly these kinds of meshes. Some people call those soulercoasters, some call them weapon trail etc. different terms, same thing. Or you use Houdini, as posted above.
Ribbons method:
Make sure the ribbons stay attached properly:
