It's quite simple - I made a star quad speaker cable by taking 2 lengths of 18 awg shotgun speaker cable and tightly twisting them both. The twisting causes the insulation to stretch a little resulting in the twists holding together nicely. I then wrapped the whole length with teflon tape. Be prepared for blisters on the pads of your thumb and forefinger because of the twisting. I'll try to post a pic.
I think the twisting can be done with a good quality drill machine with variable speed limits. I saw some YouTube videos where people have used this method to twist the wire for making speaker cables.
I have some instrumentation cable lying with me which is used in Space, Defence (Marine) etc and wanted to try these out.
I used to believe that cables should not really have too much of an effect since it can not be anything beyond Resistance, Inductance and Capacitance. I have been researching for the last few days and findings are fascinating me. While it still primarily seems to be Resistance, Inductance and Capacitance but the interplay of these elements have been able to produce significant differences even with very subtle changes.
If buying ready made claimed star quad, check if the 4 wires are actually twisted. I've seen many which claim to be star quad but which have 4 parallel wires with no twist at all under the insulation.