The Gypsies, or Roma, or Romani (so called because of their concentration in Romania) are a far-flung distinctive population with a lot of diversity. In our database, we have samples of four Gypsy populations, plus samples for Romania, Macedonia and Hungary which you can match if you have even a small degree of Gypsy/Romani.
Gypsy DNA can sometimes be conflated or confused with Jewish DNA because both populations originated in the Middle East and often lived in the same Central European areas in modern times, but true Gypsy matches usually come with Indian, especially north Indian matches, because that's where the Gypsies lived around the 900s before they backtracked into Iran and Turkey and eventually crossed the Bosporus into Europe.
The Gypsy language, Romani, shows a strong Romanian influence but its basic vocabulary and grammar point to a north Indian origin.
The Gypsy religion, on the other hand, is not Indian or Hindu but closest to Jewish, Persian and Zoroastrian forms of monotheism.
"It is not known when or why the Gypsies left India but they were living in Iran by the tenth century AD. The Iranian poet Firdausi (c. 930-1020) wrote of the Gypsies in his epic history of the Iranians, the Shah Nama (Book of Kings), that they were originally a tribe of musicians who had been sent to the ruler of Iran by an Indian king. Once they had eaten the ruler out of house and home, the Gypsies took to the roads. By the 11th century Gypsies were living in the Byzantine empire and soon afterwards were spreading through the Balkans. When the Ottoman Turks began to overrun the Balkans in the 14th century, groups of Gypsies dispersed across western Europe, reaching Bohemia in 1399, Bavaria in 1418, Paris in 1421, Rome in 1423 and Spain in 1425. In the early 16th century Gypsies spread to Britain, Scandinavia, Poland and Russia, but the Balkans remained the main Gypsy centre." John Haywood, The Great Migrations from the Earliest Humans to the Age of Globalization (London: Quercus), p. 142.

Gypsy Migrations according to Haywood.
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Gypsy Migrations
Wednesday, October 05, 2011
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Comments
According to my mother’s Fingerprint Plus DNA test, both of her parents had Jewish I and Jewish III DNA. One parent had Tatar/Khazar DNA (Jewish IV). India was Mom’s Top World Match. Mom’s mother was genetically Roma-Gypsy. To date there is no genealogical
evidence that Mom’s father was either Roma-Gypsy or Jewish. I’m wondering if the combination of Jewish I and Jewish III along with Indian (from India) ancestry is the typical DNA pattern found for persons of Gypsy-Roma ancestry. Perhaps Jewish I and III could
also indicate only Jewish ancestry, a possibility for Mom’s father’s ancestry. Another possibility would be that her father had unconfirmed Gypsy-Roma ancestry. One or the other parent having Jewish IV DNA may provide a clue. I enjoyed reading GYPSY MIGRATIONS.
I’ve also found the following Internet article to be interesting. Dr. Hancock suggests that Romani had “military” beginnings on the basis of his linguistic and historical research: “An examination of the earliest words in the Romani language suggests a number
of things: firstly that there is little in the original, ‘first layer’ Indian vocabulary that reflects a nomadic or itinerant population, but rather it points to a settled one; and secondly that while there are not many original words for e.g. artisan or agricultural
skills, there are quite a few military terms... ” From: ON ROMANI ORIGINS AND IDENTITY, Ian Hancock The Romani Archives and Documentation Center The University of Texas at Austin http://www.radoc.net/radoc.php?doc=art_b_history_origins&lang=ry&articles=true
"Gypsy DNA can sometimes be conflated or confused with Jewish DNA because both populations originated in the Middle East" I would disagree with this opinion that the Romany originated in the Middle East when we clearly originated in South Asia. India,
Sri Lanka, Nepal, parts of Pakistan. I am of the English Romanichal vista "clan" and the Romanichal vista Y DNA results clearly show a high average of our male population carrying Y Haplo Group H1a, more importantly I am the researcher who discovered the relationship
between marker 425 = 0, null to the Romany H1a male lineages. To date, of all the Romany H1a male lineages identified so far, of all those tested to the 67 marker level, 100% were found carrying this same null value marker mutation in common regardless our
surnames, and regardless which Romany vista "clan" we hail from. Romany of England, Scotland, Hungary, Bulgaria have found Y Haplo H1a with the 425 = 0 marker mutation, which clearly links the Romanichal vista to the Roma vista's of Europe. mt Haplo Group
M5a1 which is also being claimed as South Asian in origin has also recently been discovered amongst the English Romanichal. I am the Admin. of the Y Haplo Group H and Romany DNA projects with FTDNA. To date not a single Asian Y Haplo H1a male has been found
carrying the 425 = 0 marker mutation, this mutation so far is only found among the European Romany male population. And as far as I am concerned, H1a with the 425 = 0 marker mutation = Romany origins. Donald Locke
my name is steven and i have found out that my real farther was Roma/Gypsy . my my mom was jewish from morroco. there are a group of people in eastern turkey called kerds and the name sindh is a common surname with them. i bealeve they travled to india
backtraped to turkey and then went to germany/auatria and this group beacame the sinti rom of the rinelands. that however is the sinti the other rom im not sure.