Code in the link Fearts provided generate the particle effect but it doesn't attach to the player.
You can use TF2Attributes to add the effect to the player. Here's some code I made to try it out. The desired effect would be for some of these effects to originate from the floor and move upward. However, with my plugin they sometimes originate from the players waist and move upward. I'm not much of a programmer so maybe someone can suggest a fix for us.