Then in 328 or 327 BC the Macedonian conqueror Alexander conquered the Sogdians. Alexander got as far as the Jaxartes river (Syr Darya in Tajikistan), where he built a city (modern Khujand) and left some of his Greek and Macedonian soldiers and some of the Greek and Persian women who were following his army. Alexander called this city Alexandria Eschate – Farthest Alexandria. People living there used coins that looked like Greek coins. Further south they built the Persian-Greek temple at Takhti Sangin.
After Alexander’s death, the Sogdians and Bactrians formed one kingdom at first ruled by Greek colonists. About this time, the Sogdians began to make steel, especially very high quality steel swords, and sell them on the Silk Road to China (for silk) and West Asia (for silver and glass). The Sogdians also sold a lot of horses to China and to West Asia and India. But without the backing of the Persian army, the Sogdians couldn’t protect Bactria against Scythian invaders, and by about 150 BC the Scythians did invade Bactria and ruled over the Sogdians.
With Silk Road trade increasing every year, the Sogdians left government to the Scythians and became full time traders instead. The establishment of the big empire of Han China in 202 BC meant that you could trade pretty safely from Central Asia all the way to the Pacific coast of China. The Chinese explorer Zhang Qian reached Sogdiana in the reign of the Han emperor Wudi, about 120 BC. Zhang Qian set up a trade network to sell silk and china to the Sogdians, who sold them to the Parthians. The Sogdians bought glass and furs and wool and silver from the Parthians and sold them to Han China. And the Sogdians kept on making good steel and breeding good horses to sell east, west, and south. Many Chinese trade missions traveled west to meet Sogdian traders every year.
Learn by doing: go ride a horse
Even more about the Sogdians