I doubt a proxy would reduce your ping as it's another server the data has to be sent to, thus making it slower.
I don't think you can get software which reduces your ping but I can tell you to close ALL other software which is using your network, this should improve it a little bit.
I don't think you can get software which reduces your ping but I can tell you to close ALL other software which is using your network, this should improve it a little bit.