With all the to-do about these folks lately, I thought the following might be apropos:
Dec. 6, 2012 — Despite their modern-day diversity of language, lifestyle, and religion, Europe's widespread Romani population shares a common, if complex, past. It all began in northwestern India about 1,500 years ago...
The genome-wide evidence specified the geographic origin toward the north or northwestern parts of India and provided a date of origin of about 1,500 years ago. While the Middle East and Caucasus regions are known to have had an important influence on Romani language, the researchers saw limited evidence for shared genetic ancestry between the European Romani and those who live in those regions of the world today. Once in Europe, Romani people began settling in various locations, likely spreading across Europe via the Balkan region about 900 years ago.
You can read abstract here.