It is well known that Alexander the Great invaded the Indus river valley. Coincidentally in the mountains shadowing this region are isolated groups of tribal populations whose physical appearance is at at variance with South Asians. In particular, they are much lighter skinned, and often blonde or blue eyed. Naturally this led to 19th and early 20th century speculation that they were lost white races, perhaps descended from some of the Macedonian soldiers of Alexander. This was partly the basis of the Rudyard Kipling novel The Man Who Would Be King. Naturally over time some of these people themselves have forwarded this idea. In the case of a group such as the Kalash of Pakistan this conjecture is supported by the exotic nature of their religion, which seems to be Indo-European, and similar to Vedic Hinduism, with minimal influence from Islam.
The major problem with this set of theses is that they are wrong. And the reason I bring up this tired old idea is that many people, including Wikipedia apparently, do not know that this is wrong. I’ve had correspondents sincerely bringing up this model, and, I’ve seen it presented by scholars offhand during talks. There are many historical genetic issues which remain mysterious, or tendentious. This is not one of them. There are hundreds of thousands of SNPs of the Kalash and Burusho distributed to the public. If you want to know how these populations stack up genetically, analyze them yourself. I know that they aren’t related to Macedonians because I have plenty of European population data sets, and I have plenty of South Asian ones. The peoples of the hills of Pakistan are clearly part of the continuum of the latter, albeit shifted toward Iranian peoples.
Those seeking further proof, and unable to analyze the data themselves for any reason, can check out my posts on the topic:
Addendum: It would be nice of someone corrected the appropriate Wikipedia entries.