diff --git a/requests_util/__init__.py b/requests_util/__init__.py
index 087f8cd..5875ccc 100644
--- a/requests_util/__init__.py
+++ b/requests_util/__init__.py
@@ -1,20 +1,61 @@
 """Utility module for setting up ratelimiting on third-party sessions."""
 
-from _version import __version__
-
 import logging
+import pathlib
+import os
+import datetime
+
+import requests
+
+from ._version import __version__
 
 logger = logging.getLogger(__name__)
 
+try:
+    import requests_cache
+except ImportError:
+    requests_cache = None
+    logger.warning(
+        'Library requests_cache could not be loaded. Automatic cache configuration will not be used.',
+    )
+
+
 try:
     import requests_ratelimiter
 except ImportError:
     requests_ratelimiter = None
     logger.warning(
-        'Requests ratelimiter could not be loaded. Automatic ratelimit configuration have not be set up.',
+        'Library requests_ratelimiter could not be loaded. Automatic ratelimit configuration will not be used.',
     )
 
 
+CACHE_PATH_FROM_HOME = '.local/share/usagi-keiretsu/fin_data/http_cache'
+
+def initialize_session() -> requests.Session:
+    '''
+    Creates Session with or without caching depending upon current
+    capabilities.
+    '''
+    logger.info('Setting up session')
+
+    # Setup cache if it can be loaded.
+    if requests_cache:
+        home = pathlib.Path(os.environ['HOME'])
+        cache_path = home / CACHE_PATH_FROM_HOME
+        cache_path.mkdir(parents=True, exist_ok=True)
+        session = requests_cache.CachedSession(
+            cache_path,
+            expire_after=datetime.timedelta(days=1),
+            stale_if_error=True,
+            cache_control=False,
+        )
+    else:
+        session = requests.Session()
+
+    # Return initialized session.
+    return session
+
+
 def setup_limiter(
     session: requests.Session, url_prefix: str, **limiter_args
 ) -> requests.Session: