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What can I do to achieve strong remote connection to a remote server by analyzing a tracing route or otherwise?

I established a remote connection via Remote Desktop in my Windows 7 to a Windows Server 2010, but the connection was "Poor" all the time, although the playback of streamed videos from www.atg.se worked fairly well sometimes, but for most of the time it did not work properly because of the poor connection.

My connection where I am located is fast (Taipei in Taiwan), and so it the connection where the remote server is located. The provider of this remote server told me that the poor connection can be due to several reasons, among them how the traffic is routed between my computer and the remote server. He advised me to run a tracert command to have a look at.

However, after I run a tracert command, is there any chance to correct this so the connection gets stronger? Or is there nothing I can do about this remote connection because I can not affect how the traffic is routed?

If so, is there any other solution to connect to this remote server and always have  strong connection, such as a dedicted ftp?
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Ok, I will post some of the result here. The server is in Europe, I am in Taipei in Taiwan.
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Great, I'll try what you recommend and see how it works!
Here is the tracert result from when I was logged into this remote server. I distorted the data, but I think the important is the number of hops, isn't it? And there is only one hop (the provider had many hops when he run the tracert on his end). What does this mean?
Tracert-for-hermesalpha.txt
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Ok. Do I need to keep the RD application open or anything? Or nothing else opened, just do the traceroute in that IP address on my computer do you mean?
Here is a new tracert result uploaded.
Tracert-for-hermesalpha.txt
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Thanks, I will try with a good VPN and change the MTU settings. Another thing that could make this work, wouldn't that be a business grade connection of the tier 1 type? I received that offer from a company, that say I can come to their office and use tier 1 internet (circumvents the normal "public" ISP and goes via a "highway" internet with direct connections over the world). It comes at a price of course, but would well be worth it to be able to connect without lag all over the world.
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You should just compare your experience on your own "cheap" line, and the tier 1 internet line. Probably there will be some optimization here and there. But as I said, there's still the matter that no one broke the light speed ever. That's just the physics law, so don't expect magic here. If your cheap line was already mid to high quality, the extra price may only have unnoticable gain, and therefore could be a waste.