Greek tradition reflects a meeting between Pythagoras and Zoroastrian Magi. In any case, there are many traces of Zoroastrianism in Pythagorean doctrine. In particular, there are similarities between the central Duality of Pythagoreanism and the dual Gods of Zoroaster (Ahura-Mazda and Ahriman)...
When his wanderings were done (c.530), Pythagoras established a society of followers in Croton, Italy, where they learned Pythagorean Way of Life (Bios Pythagoreios) and were initiated by degrees into its mysteries. He wrote nothing down, but the poem of Parmenides (fl. 495), of which large fragments survive, seems to reflect Pythagorean ideas.