title: Correlation matrix for two Pandas dataframes
body: <p>Say I have two dataframes:</p>
  
  <pre><code>df1   df2
  A B    C D
  1 3   -2 7
  2 4    0 10
  </code></pre>
  
  <p>I need to create a correlation matrix which consists of columns from two dataframes.</p>
  
  <pre><code>corrmat_df
    C D
  A 1 *  
  B * 1 
  </code></pre>
  
  <ul>
  <li>stands for correlation</li>
  </ul>
  
  <p>I can do it elementwise in nested loop, but maybe there is more pythonic way?
  Thanks.</p>