You could also check out this wig:
There's this rainbow colored wig from Arda:
I think maybe this one might be too long, unless thats ok with you.
They do have another one, but that one is not heat resistant, but usually Arda's wigs are. But if you were just going to style it using hairspray then you're fine.
Hopefully this helps somehow
dA tumblr livejournal
Scarlet Witch (Avengers 2) - Finished!
Black Widow (Captain America 2) - In progress
Winter Soldier (Captain America 2) - On hold
Black Widow (civilian alternate) - In progress, 20%
Black Widow (civilian alternate #2) - On hold