“They thrice aspired to the supreme command in Asia; while they themselves remained always either unmolested or unconquered by any foreign power. Darius, king of the Persians, they forced to quit Scythia in disgraceful flight. They slew Cyrus with his whole army. They cut off in like manner Zopyrion, a general of Alexander the Great, with all his forces. Of the arms of the Romans they have heard, but never felt them. They founded the Parthian and Bactrian powers. They are a nation hardy in toils and warfare; their strength of body is extraordinary; they take possession of nothing which they fear to lose, and covet, when they are conquerors, nothing but glory.” – Historian Justin, “Epitome of Pompeius Trogus”
“This level and fertile area was occupied by the Scythians, who remain today troublesome neighbours, with settlements both in Europe and Asia. Those living across the Bosphorus are considered Asiatic, the Europeans being those whose territory extends from the west of Thrace to the river Borysthenes and from there in a straight line to the Tanais. the river which separates Europe and Asia. There is no doubt that the Scythians, the ancestors of the Parthians, made their incursions from the area of Europe, not from the Bosphorus.” – Quintus Curtius Rufus, “History of Alexander the Great”
“Royal Scythia, Greece, Kyiv Rus” has more insights into the topic
