diff --git a/README.md b/README.md
index 3ae9a3f..1c457fd 100644
--- a/README.md
+++ b/README.md
@@ -70,6 +70,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [statsmodels](http://statsmodels.sourceforge.net) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
 - [dynts](https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation
 - [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models
+- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series
 
 ### Calendars