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Recent developments in the high luminosity e + e - colliders are based on a collision scheme with a large Piwinski angle, a vertical beta function β y much smaller than the bunch length, and a crab waist transformation. This scheme is being adopted in the SuperB asymmetric collider, to be built in Italy, with a design peak luminosity of 10 36 cm -2 sec -1 . A crucial role is played by the quadrupole doublets QD0/QF1, which are placed close to the interaction point and generate gradients close to 100 T/m. The available space for the doublets is very small, causing the magnets to be operated with a high engineering current density (2000 A/mm 2 ). Starting from the helical coil concept, an advanced design of the quadrupole has been developed. The paper discusses the basic design concepts and the development of a coil model aimed at assessing the design criteria and demonstrating the feasibility of the quadrupole. The successful test of the coil model opens the way to new compact superconducting high gradient quadrupole magnets for the interaction regions of high luminosity colliders.