diff --git a/pqdm/_base.py b/pqdm/_base.py
index fe85482..3c119f5 100644
--- a/pqdm/_base.py
+++ b/pqdm/_base.py
@@ -1,11 +1,12 @@
 import copy
 from concurrent.futures import Executor, as_completed
-from typing import Any, Callable, Iterable
+from typing import Any, Callable, Iterable, Union
 
 from tqdm import tqdm as tqdm_cli
 from tqdm.notebook import tqdm as tqdm_notebook
+from typing_extensions import Literal
 
-from pqdm.constants import ArgumentPassing
+from pqdm.constants import ArgumentPassing, ExceptionBehaviour
 from pqdm.utils import _inside_jupyter, _divide_kwargs
 
 TQDM = tqdm_notebook if _inside_jupyter() else tqdm_cli
@@ -26,6 +27,7 @@ def _parallel_process(
     n_jobs: int,
     executor: Executor,
     argument_type: str = 'direct',
+    exception_behaviour: Union[Literal['ignore'], Literal['immediate'], Literal['deferred']] = 'ignore',
     **kwargs
 ):
     executor_opts, tqdm_opts = _divide_kwargs(kwargs, executor)
@@ -69,10 +71,19 @@ def _parallel_process(
     collecting_opts['total'] = len(futures)
 
     results = []
+    exceptions = []
     for i, future in TQDM(enumerate(futures), **collecting_opts):
         try:
             results.append(future.result())
         except Exception as e:
-            results.append(e)
+            if exception_behaviour == ExceptionBehaviour.IMMEDIATE:
+                raise e
+            if exception_behaviour == ExceptionBehaviour.IGNORE:
+                results.append(e)
+            if exception_behaviour == ExceptionBehaviour.DEFERRED:
+                exceptions.append(e)
+
+    if exceptions:
+        raise Exception(*exceptions)
 
     return results
diff --git a/pqdm/constants.py b/pqdm/constants.py
index 7fc76ca..5728586 100644
--- a/pqdm/constants.py
+++ b/pqdm/constants.py
@@ -4,3 +4,9 @@ from typing import NamedTuple
 class ArgumentPassing(NamedTuple):
     AS_ARGS = 'args'
     AS_KWARGS = 'kwargs'
+
+
+class ExceptionBehaviour(NamedTuple):
+    IGNORE = 'ignore'
+    IMMEDIATE = 'immediate'
+    DEFERRED = 'deferred'
diff --git a/pqdm/processes.py b/pqdm/processes.py
index 5a69502..fc026da 100644
--- a/pqdm/processes.py
+++ b/pqdm/processes.py
@@ -13,6 +13,7 @@ def pqdm(
     n_jobs: int,
     argument_type: Optional[Union[Literal['kwargs'], Literal['args']]] = None,
     bounded: bool = False,
+    exception_behaviour: Union[Literal['ignore'], Literal['immediate'], Literal['deferred']] = 'ignore',
     **kwargs
 ):
     return _parallel_process(
@@ -21,5 +22,6 @@ def pqdm(
         argument_type=argument_type,
         n_jobs=n_jobs,
         executor=BoundedProcessPoolExecutor if bounded else ProcessPoolExecutor,
+        exception_behaviour=exception_behaviour,
         **kwargs
     )
diff --git a/pqdm/threads.py b/pqdm/threads.py
index b9c5b8b..7957974 100644
--- a/pqdm/threads.py
+++ b/pqdm/threads.py
@@ -13,6 +13,7 @@ def pqdm(
     n_jobs: int,
     argument_type: Optional[Union[Literal['kwargs'], Literal['args']]] = None,
     bounded: bool = False,
+    exception_behaviour: Union[Literal['ignore'], Literal['immediate'], Literal['deferred']] = 'ignore',
     **kwargs
 ):
     return _parallel_process(
@@ -21,5 +22,6 @@ def pqdm(
         argument_type=argument_type,
         n_jobs=n_jobs,
         executor=BoundedThreadPoolExecutor if bounded else ThreadPoolExecutor,
+        exception_behaviour=exception_behaviour,
         **kwargs
     )

diff --git a/tests/test_pqdm.py b/tests/test_pqdm.py
index 8ebcca8..e98293a 100644
--- a/tests/test_pqdm.py
+++ b/tests/test_pqdm.py
@@ -9,6 +9,15 @@ from pqdm.processes import pqdm as pqdm_processes
 from pqdm.threads import pqdm as pqdm_threads
 
 
+run_for_threads_and_processes = pytest.mark.parametrize("pqdm_method", [pqdm_threads, pqdm_processes], ids=["threads", "processes"])
+
+
+class ExceptionWithValueEquality(Exception):
+    """ Value equality is required for comparisons when processes are involved. """
+    def __eq__(self, other):
+        return type(self) is type(other) and self.args == other.args
+
+
 def multiply_args(a, b):
     return a * b
 
@@ -17,6 +26,13 @@ def multiply_list(x):
     return x[0] * x[1]
 
 
+def raises_exceptions(obj):
+    if isinstance(obj, BaseException):
+        raise obj
+    else:
+        return obj
+
+
 RESULT = [1 * 2, 2 * 3, 3 * 4, 4 * 5]
 
 TEST_DATA = [
@@ -51,42 +67,52 @@ TEST_DATA = [
 
 ]
 
-
-@pytest.mark.parametrize("function, input_list, kwargs", TEST_DATA)
-def test_pqdm_threads_work_with_argument_types(function, input_list, kwargs):
-    result = pqdm_threads(input_list, function, **kwargs)
-    assert result == RESULT
+TEST_DATA_WITH_EXCEPTIONS = [
+    ExceptionWithValueEquality(1),
+    "SomeObjectWithValueEquality",
+    ExceptionWithValueEquality(2),
+]
 
 
+@run_for_threads_and_processes
 @pytest.mark.parametrize("function, input_list, kwargs", TEST_DATA)
-def test_pqdm_processes_work_with_argument_types(function, input_list, kwargs):
-    result = pqdm_processes(input_list, function, **kwargs)
+def test_argument_types(pqdm_method, function, input_list, kwargs):
+    result = pqdm_method(input_list, function, **kwargs)
     assert result == RESULT
 
 
+@run_for_threads_and_processes
 @pytest.mark.parametrize("function, input_list, kwargs", TEST_DATA)
-def test_pqdm_processes_pushes_argument_to_tqdm(function, input_list, kwargs):
+def test_pqdm_pushes_argument_to_tqdm(pqdm_method, function, input_list, kwargs):
     output = io.StringIO("")
 
     kwargs['desc'] = 'Testing'
     kwargs['file'] = output
 
-    result = pqdm_processes(input_list, function, **kwargs)
+    result = pqdm_method(input_list, function, **kwargs)
 
     text = output.getvalue()
     assert 'Testing:' in text
     assert result == RESULT
 
 
-@pytest.mark.parametrize("function, input_list, kwargs", TEST_DATA)
-def test_pqdm_threads_pushes_argument_to_tqdm(function, input_list, kwargs):
-    output = io.StringIO("")
+@run_for_threads_and_processes
+def test_exceptions_ignored(pqdm_method):
+    results = pqdm_method(TEST_DATA_WITH_EXCEPTIONS, raises_exceptions, n_jobs=2, exception_behaviour='ignore')
+    assert results == TEST_DATA_WITH_EXCEPTIONS
 
-    kwargs['desc'] = 'Testing'
-    kwargs['file'] = output
 
-    result = pqdm_threads(input_list, function, **kwargs)
+@run_for_threads_and_processes
+def test_exceptions_immediately(pqdm_method):
+    with pytest.raises(Exception) as exc:
+        pqdm_method(TEST_DATA_WITH_EXCEPTIONS, raises_exceptions, n_jobs=2, exception_behaviour='immediate')
 
-    text = output.getvalue()
-    assert 'Testing:' in text
-    assert result == RESULT
+    assert exc.value == TEST_DATA_WITH_EXCEPTIONS[0]
+
+
+@run_for_threads_and_processes
+def test_exceptions_deferred(pqdm_method):
+    with pytest.raises(Exception) as exc:
+        pqdm_method(TEST_DATA_WITH_EXCEPTIONS, raises_exceptions, n_jobs=2, exception_behaviour='deferred')
+
+    assert exc.value.args == (TEST_DATA_WITH_EXCEPTIONS[0], TEST_DATA_WITH_EXCEPTIONS[2])

Is it possible that pqdm passes over error messages
* Parallel TQDM version: 0.1.0
* Python version: 3.6
* Operating System: linux cluster

### Description
I wanted: 
Read chunk of a big file 
process and save chunk to a new files
Run this in parallel with pqdm.threads



### What I Did

```
        def process_chunck(genome):

            D=pd.read_hdf(input_tmp_file,where=f"Genome == {genome}")
            out= process ...

            out.to_parquet(output_file)




        from pqdm.threads import pqdm
        pqdm(all_genomes, process_chunck, n_jobs=threads)
```

Now there was a bug in my function `process_chunk` which was not raised. 

What can I do to do better error handling with pqdm?



tests/test_pqdm.py::test_exceptions_ignored[threads] tests/test_pqdm.py::test_exceptions_ignored[processes] tests/test_pqdm.py::test_exceptions_immediately[threads] tests/test_pqdm.py::test_exceptions_immediately[processes] tests/test_pqdm.py::test_exceptions_deferred[threads] tests/test_pqdm.py::test_exceptions_deferred[processes]
tests/test_pqdm.py::test_argument_types[multiply_args-input_list0-kwargs0-threads] tests/test_pqdm.py::test_argument_types[multiply_args-input_list0-kwargs0-processes] tests/test_pqdm.py::test_argument_types[multiply_args-input_list1-kwargs1-threads] tests/test_pqdm.py::test_argument_types[multiply_args-input_list1-kwargs1-processes] tests/test_pqdm.py::test_argument_types[multiply_list-input_list2-kwargs2-threads] tests/test_pqdm.py::test_argument_types[multiply_list-input_list2-kwargs2-processes] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_args-input_list0-kwargs0-threads] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_args-input_list0-kwargs0-processes] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_args-input_list1-kwargs1-threads] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_args-input_list1-kwargs1-processes] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_list-input_list2-kwargs2-threads] tests/test_pqdm.py::test_pqdm_pushes_argument_to_tqdm[multiply_list-input_list2-kwargs2-processes]