diff --git a/CHANGELOG.md b/CHANGELOG.md
new file mode 100644
index 00000000..bcf431a0
--- /dev/null
+++ b/CHANGELOG.md
@@ -0,0 +1,26 @@
+# Changelog
+
+## [0.4.0] - 2019-11-19
+
+### Added
+
+- Added `verify` parameter to `peakina.io.http.http_fetcher.HTTPFetcher`'s constructor
+
+### Changed
+
+- Check SSL certificates by default when fetching https resources
+
+- Use [fastparquet](https://fastparquet.readthedocs.io/en/latest/) instead of
+  [pyarrow](https://pypi.org/project/pyarrow/#description)
+
+## [0.3.0] - 2019-10-10
+
+## [0.2.0] - 2019-08-02
+
+## [0.0.1] - 2018-11-16
+
+### Added
+
+- Initial version, showtime!
+
+[0.4.0]: https://github.com/ToucanToco/peakina/compare/v0.3.0...v0.4.0
diff --git a/setup.cfg b/setup.cfg
index 52d029f3..a4b51f3b 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -5,7 +5,7 @@ long_description = Pea Kina
 author = Toucan Toco
 author_email = dev@toucantoco.com
 url = https://github.com/ToucanToco/peakina
-version = 0.3.1
+version = 0.4.0
 license = BSD
 classifiers=
     Intended Audience :: Developers